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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)
The seasonal KPSS statistic
Lyhagen, Johan, (2000)
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan, (1998)
Why not use standard panel unit root test for testing PPP