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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)
Computing Wald criteria for nested hypotheses
Kodde, David A., (1985)
Wald criteria for jointly testing equality and inequality restrictions
Kodde, David A., (1986)
Testing the stability of a linear dynamic model
Kodde, David A., (1987)