A note on the multivariate linear regression test for the AP
A note on the multivariate linear regression test for the APT model
0 min read
Rate this book:
Buy This Book
As an Amazon Associate and Bookshop.org affiliate, BookOrb earns from qualifying purchases.
Know this book?
Help other readers discover this title by sharing your thoughts. Be the first to write a review.
Share Your Thoughts
Sign in to write a review.
More by Phoebus J. Dhrymes
A critical reexamination of th
A critical reexamination of the empirical evidence on the arbitrage pricing theory
Asymptotic properties of full
Asymptotic properties of full information estimators in dynamic autoregressive simulataneous equation models
Asymptotic properties of full
Asymptotic properties of full information estimators in dynamic autorepressive simultaneous equations models
Comparison of the forecasting
Comparison of the forecasting performance of WEFA to ARIMA time series methods
Distributed lags; problems of estimation and formulation
Econometrics: statistical foundations and applications