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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)
Gauss-Newton, Milliken-Graybill, and exact misspecification testing using artificial regressions
Stewart, Kenneth G., (2000)
The functional equivalence of the W, LR, and LM statistics
Stewart, Kenneth G., (1995)
Exact testing in multivariate regression
Stewart, Kenneth G., (1997)