Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model: Iterated Nonlinear Seemingly Unrelated Regression Estimates.
| Year of publication: |
1988
|
|---|---|
| Authors: | McElroy, Marjorie B ; Burmeister, Edwin |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 6.1988, 1, p. 29-42
|
| Publisher: |
American Statistical Association |