Efficient estimation of linear asset-pricing models with moving average errors
Year of publication: |
1996
|
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Authors: | Hansen, Lars Peter |
Other Persons: | Singleton, Kenneth J. (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. 14.1996, 1, p. 53-68
|
Subject: | CAPM | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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