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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)
Spectral analysis for bivariate time series with long memory
Hidalgo, Javier, (1996)
A bootstrap causality test for covariance stationary processes
Hidalgo, Javier, (2005)
Specification testing for regression models with dependent data
Hidalgo, Javier, (2008)