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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)
Bootstrap and pretest J-type non-nested tests for orthogonal regression models : some Monte Carlo evidence
Michelis, Leo, (2005)
Testing for nonlinear dynamics in historical unemployment series
Alogoskouphēs, Giōrgos, (1991)
A comparison of risk premium forecasts implied by parametric versus nonparametric conditional mean estimators
McCurdy, Thomas H., (1991)