Linear approximations and tests of conditional pricing models
By: Michael W. Brandt, David A. Chapman.
Contributors: Chapman, David A., 1960-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12513.; Working paper series (National Bureau of Economic Research) -- working paper no. 12513.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 49
Subjects: Prices -- Econometric models
Notes: "September 2006."

Includes bibliographical references (p. 46-49).

Also available in PDF from the NBER world wide web site (www.nber.org).