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A Best Linear Unbiased Estimator of Rβ with α Scalar Variance Matrix
Neudecker, H., (1992)
A derivation of the Hessian of the (concentrated) likelihood function of the factor model employing the Schur product
Neudecker, H., (1976)
Bounds for the bias of the LS-estimator of ơ 2 in the case of a first-order autoregressive process (positive autocorrelation)