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The logic of least squares
Barnard, G. A., (1963)
Ordinary least squares versus principal components regression : some simulation evidence
Chan, M. W. L., (1987)
Asymptotic bias of the least squares estimator for multivariate autoregressive models
Yamamoto, Taku, (1982)
Parameter variability in the single factor market model : an empirical comparison of tests and estimation procedures using data from the Helsinki stock exchange
Knif, Johan, (1989)
Parameter variability in the single factor market model : an empirical comparison of tests and estimation procedures using data from the Helsinki Stock Exchange
A comparison of ordinary least squares, Kalman filtering and ordinary ridge regression
Knif, Johan, (1984)