... Group Publishing Limited Licensed re-use rights only Finance Econometrics Financial modelling Stock returns Tobin’s q is a device through which financial conditions are channeled to the real sector – especially real investment [1] (Tobin, 1969). It is also the keystone...

... of the sum, which is calculated as s√a₁₁+a_dd+2a_1d. © Emerald Group Publishing Limited 2012 Econometrics Assets Pricing Calendar anomalies Stationarity Econometric methods Reviewers of anomaly...

...James Mixon, Jr Purpose Model estimation gives students insights beyond what they can gain from textbook presentations. This paper introduces a way to make doing this easier and more effective. It introduces the program Gnu Regression, Econometrics and Time‐series Library (GRETL) which may...

...Zakir Hossain; M. Ishaq Bhatti This paper briefly introduces the concept of model selection, reviews recent development in the area of econometric analysis of model selection and addresses some of the crucial issues that are being faced by researchers in their routine research problems. The paper...