APT and Multifactor Asset Pricing Models with Measured and Unobserved Factors: Theoretical and Econometric Issues

Two estimators for the apt model when factors are measured

McElroy, Marjorie B., (1985)

APT and multifactor asset pricing models with measured and unobserved factors : theoretical and econometric issues

Burmeister, Edwin, (1992)

Arbitrage pricing theory as a restricted nonlinear multivariate regression model : iterated nonlinear seemingly unrelated regression estimates

McElroy, Marjorie, (1988)