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On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach.
McKensie, C.R., (1990)
ARE EXPECTATIONS RATIONAL?
DWYER, JR.G.P., (1988)
Cointegration and Direct Tests of the Rational Expectations Hypothesis.
McAleer, M., (1993)
Costs of Equity Capital and Model Mispricing.
Pater, L., (1999)
Costs of Equity from Factor-Based Models
Pastor, L., (1997)
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES.
KANDEL, S., (1990)