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A SIMPLE, CONSISTENT ESTIMATOR FOR DISTURBANCE COMPONENTS IN FINANCIAL MODELS

Year of publication:
1989
Authors: LEVINSOHN, J. ; MACKIE-MASON, J.K.
Institutions: Institute for International Economic Studies (IIES), Stockholms Universitet
Subject: testing | financial market | enterprises | equity
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Series:
Stockholm - International Economic Studies.
Type of publication: Book / Working Paper
Notes:
15 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005638826
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