套利定价理论作为受限非线性多元回归模型:迭代非线性似不相关回归估计

Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model: Iterated Nonlinear Seemingly Unrelated Regression Estimates

Journal of Business & Economic Statistics · 1988
被引 69
人大 AABS 4
金融经济学计量经济学资产定价多元统计