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A Note on Model Specification

Published online by Cambridge University Press:  19 October 2009

Larry E. Richards  and
William H. Parks
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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).

Type
Research Article
Information
Journal of Financial and Quantitative Analysis , Volume 7 , Issue 3 , June 1972 , pp. 1847 - 1850
Copyright
Copyright © School of Business Administration, University of Washington 1972

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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
[2]Richards, Larry E. “Detection of Unexplained Joint Effects through an Analysis of Residuals.” Decision Sciences (forthcoming).Google Scholar
[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