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More on Beta as a Random Coefficient
Data up to Jan 2025
Published1982
Citations60
References7
Total Citations Per Year
Abstract
References (7)
Principles of Econometrics
1973 • 3,349 citations
Some Estimators for a Linear Model With Random Coefficients
1968 • 504 citations
Beta as a Random Coefficient
1978 • 387 citations
Stationarity of Market Risk: Random Coefficients Tests for Individual Stocks
1980 • 179 citations
Quadratic Programming as an Extension of Classical Quadratic Maximization
1992 • 65 citations
Some Estimators for a Random Coefficient Regression Model
1973 • 54 citations
Specification Tests for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research
1979 • 38 citations
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