The Accounting Review Vol. 67 No. 1 1992
A Reply to a Comment on the Proper Use of Residuals in Patell's Squared Unexpected Return Statistic.
Abstract
Presents further information about the relative distributional properties of Z-statistics derived from squared residuals and squared forecast errors. Advantages of using squared residuals; Characteristics of the distribution of Z-statistics based on squared forecast errors; Author's comments on the reactions of William M. Cready.
- DOI
- 10.2308/tar-9605305876
- Volume
- 67
- Issue
- 1
- Pages
- 216-218
- Language
- en
- Sources
- crossref openalex