Posterior, predictive, and utility-based approaches to testing the arbitrage pricing theory  [size=0.92em]Original Research Article
Journal of Financial Economics, Volume 28, Issues 1-2, November-December 1990, Pages 7-38
Robert McCulloch, Peter E. Rossi

A bayesian approach to testing the arbitrage pricing theory  [size=0.92em]Original Research Article
Journal of Econometrics, Volume 49, Issues 1-2, July-August 1991, Pages 141-168
Robert McCulloch, Peter E. Rossi

要正式发表版本。多谢。