The paired t -test indicates that the negative difference of −0.0987 between the average betas in October (0.4986) and in September (0.5972) is highly significant ( t = −6.202) and this result is further corroborated by the Wilcoxon signed-rank test ( z = −3.059).
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Beta estimation in the European network regulation context: what matters, what doesn't, and what is indispensable.
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