This article compares various ways of estimating the standard errors of regression coefficients as used in the finance literature.
Justin
This is a blog about topics I find both interesting and/or want to learn more about. Having to structure a well organized post requires more than just a passive understanding of something, so I am as much learning about something as I write as the eventual reader is.
The name, pronounced as blog dot star, comes from the regular expression .* that matches an arbitrary string of any length. Similarly, I write about any topic I find interesting.
I’ve used Hugo, a static site generator, to build this site. It is hosted on GitHub Pages. The hosting URL is my GitHub username, a joke reference to Gibbs sampling.
New York, NY