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The prejudices of least squares, principal components and common factor schemes

Author

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  • R. E. Kalman
  • Cornelis A. Los

Abstract

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Suggested Citation

  • R. E. Kalman & Cornelis A. Los, 1987. "The prejudices of least squares, principal components and common factor schemes," Research Paper 8701, Federal Reserve Bank of New York.
  • Handle: RePEc:fip:fednrp:8701
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    Cited by:

    1. Cornelis A Los, 2004. "The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire," Econometrics 0410011, University Library of Munich, Germany.
    2. Cornelis A. Los, 2004. "Model Uncertainty, Complexity and Rank in Finance," Econometrics 0411013, University Library of Munich, Germany.
    3. Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, University Library of Munich, Germany.

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    Keywords

    Econometrics;

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