Pitfalls in linear models for style analysis

DOI10.1007/S10260-003-0081-ZzbMath1056.62111OpenAlexW2051775574MaRDI QIDQ1767028

Attilio Meucci, Francesco Corielli

Publication date: 3 March 2005

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-003-0081-z

zbMATH Keywords

linear modelsinstrumental variablesfinancial statistics

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Uses Software

• SsfPack

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