This is a preview. Log in through your library . Abstract A test for the arbitrage pricing theory which employs a multivariate linear regression model is developed. Given a sample of return premiums ...
This is a preview. Log in through your library . Abstract This paper assumes a linear regression model where the disturbance term is decomposed into two independent components each following ...
Linear models, generalized linear models, and nonlinear models are examples of parametric regression models because we know the function that describes the relationship between the response and ...
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