Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias
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References listed on IDEAS
- Elliott, Graham & Timmermann, Allan, 2004.
"Optimal forecast combinations under general loss functions and forecast error distributions,"
Journal of Econometrics,
Elsevier, vol. 122(1), pages 47-79, September.
- Elliott, Graham & Timmermann, Allan, 2002. "Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions," University of California at San Diego, Economics Working Paper Series qt15r9t2q2, Department of Economics, UC San Diego.
- Blume, Marshall E, 1975. "Betas and Their Regression Tendencies," Journal of Finance, American Finance Association, vol. 30(3), pages 785-795, June.
More about this item
Keywordscost of capital; CAPM; linear predictor; linex;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- L50 - Industrial Organization - - Regulation and Industrial Policy - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2004-07-26 (Accounting & Auditing)
- NEP-ALL-2004-07-26 (All new papers)
- NEP-REG-2004-07-26 (Regulation)
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