Nuisance OLS Correlations in Market Model Parameter Shift Studies
| Year of publication: |
1996
|
|---|---|
| Authors: | McGill, Jeff I. ; Johnsen, T. |
| Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563x. - Vol. 35.1996, 2, p. 38-54
|