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Ordinary least squares versus principal components regression : some simulation evidence
Chan, M. W. L., (1987)
Best linear estimation and two-stage least squares
Beach, Charles M., (1974)
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)
Finnish beta coefficients empirical evidence of instability
Knif, Johan, (1988)
Random models for the instability of market risk : empirical tests on data from the HeSE