The Review of Economics and Statistics Vol. 72 No. 3 1990
A Simple, Consistent Estimator for Disturbance Components in Financial Models
Abstract
James Levinsohn, Jeffrey K. MacKie-Mason, A Simple, Consistent Estimator for Disturbance Components in Financial Models, The Review of Economics and Statistics, Vol. 72, No. 3 (Aug., 1990), pp. 516-520
- DOI
- 10.2307/2109361
- Volume
- 72
- Issue
- 3
- Pages
- 516
- Sources
- openalex crossref