ON THE USE OF THE MULTIVARIATE REGRESSION-MODEL IN EVENT STUDIES

[1] CONFLICT AMONG CRITERIA FOR TESTING HYPOTHESES IN MULTIVARIATE LINEAR-REGRESSION MODEL [J]. ECONOMETRICA, 1977, 45 (05) : 1263 - 1277

[2] Binder J.J., 1983, THESIS U CHICAGO

[3] BINDER JJ, 1981, REGRESSION PROFIT VA

[4] THE LIKELIHOOD RATIO, WALD, AND LAGRANGE MULTIPLIER TESTS - AN EXPOSITORY NOTE [J]. AMERICAN STATISTICIAN, 1982, 36 (03) : 153 - 157

[5] Fama E.F., 1969, INT ECON REV, V10, DOI [DOI 10.2307/2525569, 10.2307/2525569]

[6] FAMA EF, 1976, F FINANCE

[7] Gibbons Michael R, 1980, THESIS U CHICAGO

[8] HUGHES JS, 1984, NOTE PROPERTIES TEST

[9] HUGHES JS, 1984, J ACCOUNTING EC

[10] Izan Haji Y, 1978, THESIS U CHICAGO

[1] CONFLICT AMONG CRITERIA FOR TESTING HYPOTHESES IN MULTIVARIATE LINEAR-REGRESSION MODEL [J]. ECONOMETRICA, 1977, 45 (05) : 1263 - 1277

[2] Binder J.J., 1983, THESIS U CHICAGO

[3] BINDER JJ, 1981, REGRESSION PROFIT VA

[4] THE LIKELIHOOD RATIO, WALD, AND LAGRANGE MULTIPLIER TESTS - AN EXPOSITORY NOTE [J]. AMERICAN STATISTICIAN, 1982, 36 (03) : 153 - 157

[5] Fama E.F., 1969, INT ECON REV, V10, DOI [DOI 10.2307/2525569, 10.2307/2525569]

[6] FAMA EF, 1976, F FINANCE

[7] Gibbons Michael R, 1980, THESIS U CHICAGO

[8] HUGHES JS, 1984, NOTE PROPERTIES TEST

[9] HUGHES JS, 1984, J ACCOUNTING EC

[10] Izan Haji Y, 1978, THESIS U CHICAGO