A further empirical investigation of the dividend adjustment process

DOI10.1016/0304-4076(87)90028-5zbMath0614.90020OpenAlexW2086928377MaRDI QIDQ1820663

Yanyan Li

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90028-5

zbMATH Keywords

nonlinear regressiondividend adjustment process

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Related Items

Asset pricing with disequilibrium price adjustment: theory and empirical evidence

Cites Work

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• Inconsistency of the OLS estimator of the partial adjustment-adaptive expectations model
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Analysis of Distributed Lag Models with Applications to Consumption Function Estimation