Finite Sample Efficiency of Ordinary Least Squares in the Linear Regression Model with Autocorrelated Errors
研究了在误差项存在自相关的情况下，普通最小二乘法（OLS）在有限样本中的效率，并与广义最小二乘法（GLS）进行比较，为实际应用中是否使用OLS提供依据。
Walter Kramer, Finite Sample Efficiency of Ordinary Least Squares in the Linear Regression Model with Autocorrelated Errors, Journal of the American Statistical Association, Vol. 75, No. 372 (Dec., 1980), pp. 1005-1009