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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 semi-parametric non-nested test in a dynamic panel data model
Li, Qi, (1995)
Semiparametric estimation of partially linear panel data models
Li, Qi, (1996)
Root-N-consistent semiparametric regression with conditionally heteroskedastic disturbances
Fan, Yanqin, (1995)