Two estimators for the APT model when factors are measured

DOI10.1016/0165-1765(85)90035-7zbMath1273.91379OpenAlexW1969191524MaRDI QIDQ373820

Kent D. Wall, Edwin Burmeister, Marjorie B. McElroy

Publication date: 25 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90035-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (4)

ARBITRAGE PRICING THEORY IN ERGODIC MARKETS ⋮ Estimating the arbitrage pricing theory with observed macro factors ⋮ Why good economic news depressed stock and bond prices in 1996 ⋮ Nonfarm employment and the arbitrage pricing theory

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• Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated

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