Publications [#285725] of Marjorie B. McElroy

Journal Articles

1. McElroy, MB; Burmeister, E; Wall, KD, Two estimators for the apt model when factors are measured, Economics Letters, vol. 19 no. 3 (January, 1985), pp. 271-275, Elsevier BV, ISSN 0165-1765 [doi]
   (last updated on 2024/04/16)

   Abstract:
   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.