JGLSJournal of the Gypsy Lore Society
Copyright 1988-2018 AcronymFinder.com, All rights reserved.
References in periodicals archive ?
To implement generalized least squares (GLS) in our event study, we use the JGLS estimation procedure called the Seemingly Unrelated Regression (SUR) technique originally developed by Zellner (1962).
Thus, the use of standardized abnormal returns, whose estimates are given by the JGLS t-statistics in Table IV, is relevant for this application.
To study the presence of clustering of portfolio returns, in Figure 2 we plot the JGLS t-statistics for Event 3 against their Event 2 counterparts.