State space versus ordinary least-squares regression in event studies
Michael A. Berry, George W. Gallinger, and Glenn V. Henderson, Jr
Year of publication: |
1991
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Authors: | Berry, Michael A. ; Gallinger, George W. ; Henderson, Glenn V. |
Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 10891043. - Vol. 1.1991, p. 231-249
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