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Detection of outliers in regression analysis by information criteria
Pynnönen, Seppo - 1992
Persistent link: https://www.econbiz.de/10000848370
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On regression based event study
Pynnönen, Seppo - In: Contributions to accounting, finance, and management …, (pp. 327-354). 2005
Persistent link: https://www.econbiz.de/10003393211
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Tests for market model instability : an empirical comparison of tests using recursive residuals
Knif, Johan - 1988
Persistent link: https://www.econbiz.de/10000126783
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Multiple outliers in linear regression
Luoma, Martti; Kimber, Alan - 1993
Persistent link: https://www.econbiz.de/10000413603
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Bootstrap testing for small sample cointegration analysis
Pynnönen, Seppo; Vataja, Juuso - 1996
Persistent link: https://www.econbiz.de/10000625385
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A comparison of ordinary least squares, Kalman filtering and ordinary ridge regression
Knif, Johan - 1984
Persistent link: https://www.econbiz.de/10003604202