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All co-authors schätztheorie variables structure model using moments errors testing expectations share prices estimate simple rank matrix higher asymptotic models estimation forecasts companies market börsenkurs schätzung heteroskedastizität heteroscedasticity data identifiability heteroskedasticity unknown form erwartungsbildung time earnings efficiency summary generalized squares estimators criteria estimating bilinear heteroskedastic properties ldu based tests determining arbitrage pricing regressions macro factor analysis conditions reference identification incomplete specifications simultaneous equation coefficients john cragg burton malkiel collected detailed professional investors concerning growth use information examine impact evaluations test extend traditional stock values determined parameters
Composed estimation theory expectations structure structure share share prices errors variables rank matrix using higher higher moments moments estimate estimate simple simple errors variables model arbitrage pricing testing identifiability heteroskedasticity unknown unknown form prices expectations share price expectation formation statistischer test statistical test model using asymptotic efficiency efficiency summary summary generalized generalized squares squares estimators criteria estimating estimating rank matrix testing bilinear model model heteroskedastic heteroskedastic panel panel data matrix asymptotic asymptotic properties properties ldu ldu based based tests tests rank testing determining determining arbitrage pricing structure structure regressions regressions macro macro variables variables factor factor analysis analysis conditions conditions reference reference heteroskedasticity identification incomplete incomplete specifications specifications testing identifiability simultaneous simultaneous equation equation coefficients john cragg cragg burton burton malkiel malkiel collected collected detailed detailed forecasts forecasts professional professional investors investors concerning growth companies companies use use information evaluations companies test extend models stock market values parameters identified statistical theory time series analysis prices using trends time bad data
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
John G. Cragg Alternative spellings: John Cragg Biblio: Prof., Dep. of Economics, Univ. of Brit. Columbia, Vancouver, Ca. (1993)
Q97152440
Publishing years Series Discussion paper / University of British Columbia, Department of Economics (19) NBER-Monograph (1) A National Bureau of Economic Research monograph (1) National Bureau of Economic Research Monograph (1) Discussion paper (1) 
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