An integration of random coefficient and errors-in-variables models for beta estimates
By: Cheng F. Lee
Contributors: University of Illinois at Urbana-Champaign. College of Commerce and Business Administration; University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research
Series: BEBR faculty working paper -- no. 880; BEBR faculty working paper -- no. 880.
Publisher: College of Commerce and Business Administration, Bureau of Economic and Business Research, University of Illinois at Urbana-Champaign
Published: 1982
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 23
Notes: "This research has been partially supported by the Research Board of the University of Illinois at Urbana-Champaign."

"The paper will be presented at the Ninth Annual Meeting of European Finance Association, September 6-8, 1982, Jerusalem, Israel."

Includes bibliographical references (p. 21-23).