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A Note on Model Specification

Larry E. Richards and William H. Parks

Journal of Financial and Quantitative Analysis, 1972, vol. 7, issue 3, 1847-1850

Abstract: Regression analysis is by far the most popular of all the statistical techniques employed in financial research. Almost without exception, the models employed have been additive in both the parameters and the variables (regressors).

Date: 1972
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