A Reply to a Comment on the Proper Use of Residuals in Patell's Squared Unexpected Return Statistic.
进一步比较了基于平方残差和平方预测误差的Z统计量的分布性质，指出使用平方残差的优势，并回应了William M. Cready的评论。
Abstract Presents further information about the relative distributional properties of Z-statistics derived from squared residuals and squared forecast errors. Advantages of using squared residuals; Characteristics of the distribution of Z-statistics based on squared forecast errors; Author's comments on the reactions of William M. Cready.