What is the normality assumption in OLS?
What happens if the errors u are not normal?
How do we get asymptotic normality?
What is heteroskedacity and its consequences?
How can we get robust standard errors if we have heteroskedacity?
What are event studies?
What is event time?
What are cumulative returns in event studies?
How do we define abnormal returns?
What are the three methods for calculating expected returns?
What is an estimation window and why do we need it?
Is there a more useful methods to analyze event studies?
When can we run a event study?
Zuletzt geändertvor 2 Jahren
