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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)
On GMM inference : partial identification, identification strength, and nonstandard asymptotics
Poskitt, Donald Stephen, (2024)
Strongly consistent determination of cointegrating rank via canonical correlations
Poskitt, Donald Stephen, (2000)
On the specification of cointegrated autoregressive moving-average forecasting systems
Poskitt, Donald Stephen, (2003)