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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)
Cointegration and error correction mechanisms
Hylleberg, Svend, (1989)
Hylleberg, Svend, (1988)
Empirical analysis of time series : illustrations with simulated data
Mizon, Grayham E., (1993)