A SIMPLE, CONSISTENT ESTIMATE FOR DISTURBANCE COMPONENTS IN FINANCIAL MODELS

James Levinsohn and Jeffrey Mackie-Mason

Working Papers from Research Seminar in International Economics, University of Michigan

Keywords: econometrics; financial market (search for similar items in EconPapers)
Pages: 13 pages
Date: 1989
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Related works:
Journal Article: A Simple, Consistent Estimator for Disturbance Components in Financial Models (1990)
Working Paper: A SIMPLE, CONSISTENT ESTIMATOR FOR DISTURBANCE COMPONENTS IN FINANCIAL MODELS (1989)
Working Paper: A SIMPLE, CONSISTENT ESTIMATOR FOR DISTURBANCE COMPONENTS IN FINANCIAL MODELS (1989)
Working Paper: A Simple, Consistent Estimator for Disturbance Components in Financial Models (1989)
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