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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)
Forecasting in the presence of large shocks
Phillips, Robert F., (1996)
On the robustness of two alternatives to least squares : a Monte Carlo study
Phillips, Robert F., (1997)
Partially adaptive estimation via a normal mixture
Phillips, Robert F., (1994)