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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
A consistent test of conditional parametric distributions
Zheng, John Xu, (2000)
Consistent specification testing for conditional symmetry
Zheng, John Xu, (1998)
A consistent nonparametric test of parametric regression models under conditional quantile restrictions