Search Results - subject:"Errors in the variables"

A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited

Coen, Alain; Racicot, Francois-Éric - Départment des sciences administratives, Université … - 2006

in the variables. To reduce the bias induced by measurement and specification errors, we transpose to the cost of equity …This paper proposes to revisit both the CAPM and the three-factor model of Fama and French (1993) in presence of errors …

Persistent link: https://www.econbiz.de/10005773131

Editorial: Errors in the Variables, Unobserved Heterogeneity, and Other Ways of Hiding Statistical Error

Shugan, Steven M. - In: Marketing Science 25 (2006) 3, pp. 203-216

One research function is proposing new scientific theories; another is testing the falsifiable predictions of those theories. Eventually, sufficient observations reveal valid predictions. For the impatient, behold statistical methods, which attribute inconsistent predictions to either faulty...

Persistent link: https://www.econbiz.de/10008787852

Higher Moment Estimators for Linear Regression Models With Errors in the Variables

Dagenais, Denyse L.; Dagenais, Marcel - Centre Interuniversitaire de Recherche en Analyse des … - 1995

), which is based on the sample moments of order two, is unbiased when there are no errors in the variables, but it becomes … previously in the literature [Geary (1942), Drion (1951), Durbin (1954), Pal (1980)] for regressions with errors in the variables … experimental findings suggest also that even if the sample is not very large, when the errors in the variables are non …

Persistent link: https://www.econbiz.de/10005168997