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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)
Transformations for an exact goodness-of-fit test of structural change in the linear regression model
King, Maxwell L., (1989)
Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrelation is present
Towards a theory of point optimal testing
King, Maxwell L., (1988)