USING POOLED TIME-SERIES AND CROSS-SECTION DATA TO TEST FIRM AND TIME EFFECTS IN FINANCIAL ANALYSES

被引：16

作者：

CHANG, HS

LEE, CF

机构：

[1] UNIV TENNESSEE,MEMPHIS,TN 38103

[2] UNIV ILLINOIS,URBANA,IL 61801

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1977年 / 12卷 / 03期

关键词：

D O I：

10.2307/2330545

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：457 / 471

页数：15

共 12 条

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[8]

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[9] USE OF VARIANCE COMPONENTS MODELS IN POOLING CROSS SECTION AND TIME SERIES DATA [J].

MADDALA, GS .

ECONOMETRICA, 1971, 39 (02) :341-&

[10] FURTHER EVIDENCE ON ESTIMATION OF DYNAMIC ECONOMIC RELATIONS FROM A TIME SERIES OF CROSS SECTIONS [J].

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ECONOMETRICA, 1971, 39 (02) :359-&

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