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Proving the Gauss-Markov Theorem Without Using the Explicit Functional Form of the OLS Estimator in the CLR Model
Kemp, Gordon C.R., (1995)
THE BEHAVIOR OF FORECAST ERRORS FROM A NEARLY INTEGRATED AR(1) MODEL AS BOTH SAMPLE SIZE AND FORECAST HORIZON BECOME LARGE
Kemp, Gordon C.R., (1999)
Regression towards the mode
Kemp, Gordon C.R., (2010)