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Two estimators for the APT model when factors are measured
McElroy, Marjorie B., (1985)
APT and Multifactor Asset Pricing Models with Measured and Unobserved Factors: Theoretical and Econometric Issues
Burmeister, Edwin, (1992)
Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation
Burmeister, Edwin, (1982)