Two estimators for the apt model when factors are measured

Published

Journal Article

Non-linear SUR and ITSUR techniques are proposed for the estimation of the APT and the CAPM when the factors are observed. These techniques estimate all of the parameters of the model simultaneously and directly impose the model's non-linear parameter restrictions. © 1985.

Full Text

Duke Authors

Cited Authors

  • McElroy, MB; Burmeister, E; Wall, KD

Published Date

  • January 1, 1985

Published In

Volume / Issue

  • 19 / 3

Start / End Page

  • 271 - 275

International Standard Serial Number (ISSN)

  • 0165-1765

Digital Object Identifier (DOI)

  • 10.1016/0165-1765(85)90035-7

Citation Source

  • Scopus