relationship of corrected R₋b-₋sp2₋b-₋ss and incremental T-statistics by Joseph P. Newhouse

Cover of: relationship of corrected R₋b-₋sp2₋b-₋ss and incremental T-statistics | Joseph P. Newhouse

Published by Rand Corp. in Santa Monica, Calif .

Written in English

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  • Econometrics -- Mathematical models.

Edition Notes

Book details

StatementJoseph P. Newhouse.
SeriesP (Rand Corporation) -- P-4206..
The Physical Object
Pagination4 p. ;
ID Numbers
Open LibraryOL17981108M

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All of the above regressions were corrected for first-order autocorrelation in the residuals using a generalized least-squares approach developed by Prais and Winsten () and described in Greene (). bThe dependent variables are (1) the R 2 from the yearly regressions of price on earnings and book values, (2) the incremental R 2 of book Cited by: This introductory statistics textbook conveys the essential concepts and tools needed to develop and nurture statistical thinking.

It presents descriptive, inductive and explorative statistical methods and guides the reader through the process of quantitative data analysis. In the experimentalBrand: Springer International Publishing. electronic book and web-accessible formats only.

Disclaimer: This publication is designed to offer accurate and authoritative information in regard to the subject matter. It is provided on the understanding that it is not supplied as a form of professional or advisory service.

References to software products, datasets or publications are purely File Size: 1MB. Capitalizing Research & Development and 'Other Information': The Incremental Information Content of Accruals versus Cash Flows Article (PDF Available) in Journal of management control 22(3) reports the descriptive statistics and inter-correlations of the study variables.

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This relationship can also be stated as: Confidence Level + Significance Level = 1 Consider a statement from polling data you may hear about in the news: “This poll is considered accurate within percentage points, 19 times out of ” In this case, our confidence level is 95% (19/20 = ), while our significance level is 5%.

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The two versions of the program di er in the background color for the text (yellow or cyan). The data can be found in the this book’s web. The adjusted Fama and MacBeth () t-statistics corresponding to the portfolio- and firm-level tests are − and 34 These findings indicate that after controlling for cross-sectional correlation of residuals, the Francis et al.

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In other words, a maximum of 5 of those samples might show a relationship (r 0) when there really was no relationship in the population (r = 0).

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Panel C of Table 2 uses Fama-MacBeth regressions to establish the incremental predictive power of EMI relative to other signals known to explain the cross-section of returns including firm size, book-to-market ratio, momentum, volatility, turnover, 1-month-lagged returns, scaled changes in EPS, accruals, and standard analyst coverage proxies as.

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