The Errors in the Variables Problem in the Cross‐Section of Expected Stock Returns

The Journal of Finance

Volumn 50, Issue 5, 1995, Pages 1605-1634

  KIM, DONGCHEOL ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84993913139     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1995.tb05190.x     Document Type: Article

References (27)

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16. Least squares and grouping method estimation in the errors in variable model
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20. An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias