Models with Unexpected Components: The Case for Efficient Estimation

Review of Quantitative Finance and Accounting

Volumn 13, Issue 3, 1999, Pages 295-313

  Tufte, David ^a,b   Wohar, Mark E ^a,b  

^a UNIVERSITY OF NEW ORLEANS   (United States)

^b UNIVERSITY OF NEBRASKA AT OMAHA   (United States)

Author keywords

Generated regressors; Market models; Unexpected variables

Indexed keywords

EID: 34249666739     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1008322632577     Document Type: Article

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