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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)
Unit root tests based on instrumental variables estimation
Lee, Junsoo, (1994)
On the end-point issue in unit root tests in the presence of a structural break
Lee, Junsoo, (2000)
On the power of stationarity tests using optimal bandwidth estimates
Lee, Junsoo, (1996)