USING DUMMY VARIABLES IN THE EVENT METHODOLOGY
- 1 August 1988
- journal article
- Published by Wiley in The Financial Review
- Vol. 23 (3) , 351-357
- https://doi.org/10.1111/j.1540-6288.1988.tb01273.x
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- Measuring Abnormal Performance: The Event Parameter Approach Using Joint Generalized Least SquaresJournal of Financial and Quantitative Analysis, 1986
- Conditioning the Return-Generating Process on Firm-Specific Events: A Discussion of Event Study MethodsJournal of Financial and Quantitative Analysis, 1985
- Measuring the Effects of Regulation with Stock Price DataThe RAND Journal of Economics, 1985
- On the Use of the Multivariate Regression Model in Event StudiesJournal of Accounting Research, 1985
- Generalized Chow Tests for Structural Change: A Coordinate-Free ApproachInternational Economic Review, 1982
- Dummy variables and predictive tests for structural changeEconomics Letters, 1980
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation BiasJournal of the American Statistical Association, 1962