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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)
Testing for purchasing power parity and efficiency in the Taiwan foreign exchange market
Penm, Jammie H., (1995)
Using the bootstrap as an aid in choosing the approximate representation for vector time series
Penm, Jack H. W., (1992)
The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling
Penm, Jammie H., (1997)