A Study on Estimating Standard Errors using Taiwan Financial Panel Data
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 100 === Financial researchers commonly encounter financial panel data sets. Unwarranted conclusions are frequently resulted from uncorrected estimation methods (e.g., OLS, Fama-MacBeth standard errors) when the residuals are correlated across firms or across time. Th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23868842953202140912 |