Proving the Gauss-Markov Theorem Without Using the Explicit Functional Form of the OLS Estimator in the CLR Model

The Joint Distribution of Forecast Errors in the AR(1) Model

Kemp, Gordon C.R., (1991)

Linear Combinations of Stationary Processes—Solution

Kemp, Gordon C.R., (1997)

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)