Alternative switching regression techniques for detecting structural changes
Subtitle: an application to the common stock returns of merging firms
By: C.F. Lee, R.A. Shick and F.C. Jen
Contributors: Shick, R.A. joint author; Jen, Frank C. joint author; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: Faculty working papers (University of Illinois at Urbana-Champaign. College of Commerce and Business Administration) -- no. 391; Faculty working papers -- no. 391.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1977
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 23
Notes: Includes bibliographical references (leaves 22-23).