Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors

Autor:	Hansen, Lars Peter, Singleton, Kenneth J.
Zdroj:	Journal of Business & Economic Statistics, 1996 Jan 01. 14(1), 53-68.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/1392099 Zobrazit plný text záznamu