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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)
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem, (2001)
Bounds testing approaches to the analysis of long-run relationships
Pesaran, M. Hashem, (1999)
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem, (2000)