Similar Search Results

Narrow search

A Theoretical and Empirical Approach to the Value of Information in Risky Markets.

Antonovitz, Frances; Roe, Terry - In: The Review of Economics and Statistics 68 (1986) 1, pp. 105-14

Persistent link: https://www.econbiz.de/10005740454

A Theoretical and Empirical Approach to the Value of Information in Risky Markets: A Reply.

Antonovitz, Frances; Roe, Terry - In: The Review of Economics and Statistics 70 (1988) 3, pp. 545-47

Persistent link: https://www.econbiz.de/10005697132

Double Length Regressions for Testing the Box-Cox Difference Transformation.

Park, Timothy - In: The Review of Economics and Statistics 73 (1991) 1, pp. 181-85

The Box-Cox difference transformation is used to determine the appropriate specification for estimation of hedge ratios and a new double length regression form of the Lagrange multiplier test is presented for the difference transformation. The Box-Cox difference transformation allows the testing...

Persistent link: https://www.econbiz.de/10005740981