A SIMPLE, CONSISTENT ESTIMATE FOR DISTURBANCE COMPONENTS IN FINANCIAL MODELS.
| Year of publication: |
1989
|
|---|---|
| Authors: | LEVINSOHN, J. ; MACKIE-MASON, J.K. |
| Institutions: | Research Seminar in International Economics, University of Michigan |
| Subject: | econometrics | financial market |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 13 pages |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005146478