Robust vs. OLS estimation of the market model: implications for event studies

DOI10.1016/S0165-1765(00)00306-2zbMath0952.91069WikidataQ126767243 ScholiaQ126767243MaRDI QIDQ1583427

R. Smith

Publication date: 26 October 2000

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

market modelrobust estimationevent studies

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; economic indices and measures (91B82)

Cites Work

• Unnamed Item
• Testing normality in econometric models
• Regression vs. non-regression models of normal returns: implications for event studies
• Robust methods in econometrics

This page was built for publication: Robust vs. OLS estimation of the market model: implications for event studies