Alternative errors-in-variables models and their applications in finance research
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DOI: 10.1016/j.qref.2014.12.002
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More about this item
Keywords
Measurement error; Errors-in-variables; Cost of capital; Capital structure; Investment equation; Capital asset pricing model;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
Statistics
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