THE ROLE OF CONDITIONAL HETEROSKEDASTICITY IN IDENTIFYING AND ESTIMATING LINEAR TRIANGULAR SYSTEMS, WITH APPLICATIONS TO ASSET PRICING MODELS THAT INCLUDE A MISMEASURED FACTOR
Article first published online: 26 JUN 2013
Copyright © 2013 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 29, Issue 5, pages 800–824, August 2014
How to Cite
2014), THE ROLE OF CONDITIONAL HETEROSKEDASTICITY IN IDENTIFYING AND ESTIMATING LINEAR TRIANGULAR SYSTEMS, WITH APPLICATIONS TO ASSET PRICING MODELS THAT INCLUDE A MISMEASURED FACTOR, Journal of Applied Econometrics, 29, pages 800–824, doi: 10.1002/jae.2340(
- Issue published online: 29 JUL 2014
- Article first published online: 26 JUN 2013
- Manuscript Revised: 6 MAR 2013
- Manuscript Received: 17 NOV 2011
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