haku: @indexterm linear models / yhteensä: 118
viite: 10 / 118
| Tekijä: | Harvey, C. R. |
| Otsikko: | The specification of conditional expectations |
| Lehti: | Journal of Empirical Finance
2001 : DEC, VOL. 8:5, p. 573-637 |
| Asiasana: | EXPECTATIONS LINEAR MODELS REGRESSION ANALYSIS |
| Kieli: | eng |
| Tiivistelmä: | This paper explores different specifications of conditional expectations. The most common spesification, linear least squares, is contrasted with nonparametric techniques that make no assumptions about the distribution of the data. |
SCIMA