Two estimators for the apt model when factors are measured
Publication
, Journal Article
McElroy, MB; Burmeister, E; Wall, KD
Published in: Economics Letters
January 1, 1985
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.
Duke Scholars
Published In
Economics Letters
DOI
ISSN
0165-1765
Publication Date
January 1, 1985
Volume
19
Issue
3
Start / End Page
271 / 275
Related Subject Headings
- Economics
- 38 Economics
- 14 Economics
Citation
APA
Chicago
ICMJE
MLA
NLM
McElroy, M. B., Burmeister, E., & Wall, K. D. (1985). Two estimators for the apt model when factors are measured. Economics Letters, 19(3), 271–275. https://doi.org/10.1016/0165-1765(85)90035-7
McElroy, M. B., E. Burmeister, and K. D. Wall. “Two estimators for the apt model when factors are measured.” Economics Letters 19, no. 3 (January 1, 1985): 271–75. https://doi.org/10.1016/0165-1765(85)90035-7.
McElroy MB, Burmeister E, Wall KD. Two estimators for the apt model when factors are measured. Economics Letters. 1985 Jan 1;19(3):271–5.
McElroy, M. B., et al. “Two estimators for the apt model when factors are measured.” Economics Letters, vol. 19, no. 3, Jan. 1985, pp. 271–75. Scopus, doi:10.1016/0165-1765(85)90035-7.
McElroy MB, Burmeister E, Wall KD. Two estimators for the apt model when factors are measured. Economics Letters. 1985 Jan 1;19(3):271–275.
Published In
Economics Letters
DOI
ISSN
0165-1765
Publication Date
January 1, 1985
Volume
19
Issue
3
Start / End Page
271 / 275
Related Subject Headings
- Economics
- 38 Economics
- 14 Economics