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A Note on Model Specification
Published online by Cambridge University Press: 19 October 2009
Extract
Regression analysis is by far the most popular of all the statistical techniques employed in financial research. Almost without exception, the models employed have been additive in both the parameters and the variables (regressors).
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- Copyright © School of Business Administration, University of Washington 1972
References
[1]Ezekiel, Mordecai, and Fox, Karl A.. Methods of Correlation and Regression Analysis, 3rd ed.New York: John Wiley & Sons, Inc., 1959.Google Scholar
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[3]Richards, Larry E. “The Analysis of Residuals for Detecting Unexplained Joint Effects.” Ph.D. diss., University of California at Los Angeles, 1969.Google Scholar
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