Regression

Field
Subfield
Domain
OpenAlex	C83546350

Smeal faculty

• Timothy T. Simin - score 2.1
• Arnold F. Shapiro - score 1.1
• Duncan K. Fong - score 0.6
• Liang Peng - score 0.6
• James McKeown - score 0.5

Papers

• Spurious Regressions in Financial Economics? (2003) - cites 573
• Non-Linearity and Specification Problems in Unexpected Earnings Response Regression Model. (1992) - cites 64
• Spurious Regressions in Financial Economics? (2000) - cites 64
• Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression (2008) - cites 51
• Fuzzy Regression Models (2005) - cites 44
• A Bayesian methodology for simultaneously detecting and estimating regime change points and variable selection in multiple regression models for marketing research (2007) - cites 14
• Repeat Sales Regression on Heterogeneous Properties (2010) - cites 13
• Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression (2006) - cites 12
• Fuzzy Regression and the Term Structure of Interest Rates -- A Least Squares Approach (2008) - cites 6