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An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila, (2003)
Getmansky, Mila, (2004)
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J., (2004)
Optimal instrumental variables generators based on improved Hausman regression, with an application to hedge fund returns
Racicot, François-Éric, (2010)
Hedge fund returns, Kalman filter, and errors-in-variables
Accruals, errors-in-variables, and Tobin’s q
Calmès, Christian, (2013)