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A Re-Examination Of Seemingly Unrelated Regressions Methodology Applied To Estimation Of Financial Relationships

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  • Pamela Parrish Peterson

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  • Pamela Parrish Peterson, 1980. "A Re-Examination Of Seemingly Unrelated Regressions Methodology Applied To Estimation Of Financial Relationships," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(3), pages 297-308, September.
    • Handle: RePEc:bla:jfnres:v:3:y:1980:i:3:p:297-308
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1980.tb00281.x
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    References listed on IDEAS

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    1. Lloyd, William P & Lee, Cheng F, 1976. "Block Recursive Systems in Asset Pricing Models," Journal of Finance, American Finance Association, vol. 31(4), pages 1101-1113, September.
    2. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    3. Lee, Cheng F. & Lloyd, William P., 1976. "The Capital Asset Pricing Model Expressed as a Recursive System: An Empirical Investigation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(2), pages 237-249, June.
    4. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    5. Schmidt, Peter, 1977. "Estimation of seemingly unrelated regressions with unequal numbers of observations," Journal of Econometrics, Elsevier, vol. 5(3), pages 365-377, May.
    6. J. Tobin, 1958. "Liquidity Preference as Behavior Towards Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 25(2), pages 65-86.
    7. Keenan, Michael, 1970. "The State of the Finance Field Methodology Models of Equity Valuation: The Great SERM Bubble," Journal of Finance, American Finance Association, vol. 25(2), pages 243-273, May.
    8. Lloyd, William P., 1975. "A Note on the Use of the Two-Stage Least Squares Estimator in Financial Models," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(1), pages 143-149, March.
    9. Simkowitz, Michael A. & Logue, Dennis E., 1973. "The Interdependent Structure of Security Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 8(2), pages 259-272, March.
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