Arbitrage pricing theory as a restricted nonlinear multivariate regression model : iterated nonlinear seemingly unrelated regression estimates
Marjorie B. McElroy ; Edwin Burmeister
| Year of publication: |
1988
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|---|---|
| Authors: | McElroy, Marjorie |
| Other Persons: | Burmeister, Edwin (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 6.1988, 1, p. 29-42
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| Subject: | CAPM | Schätztheorie | Estimation theory | Wertpapier | Securities | Zins | Interest rate | Faktorenanalyse | Factor analysis | Theorie | Theory | USA | United States | 1972-1982 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001044795