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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 the existence of a long-run relationship
Pesaran, M. Hashem, (1996)
A generalized R 2 criterion for regression models estimated by the instrumental variables method
Pesaran, M. Hashem, (1994)
A generalized R2 and non-nested tests for regression models estimated by the instrumental variables method
Pesaran, M. Hashem, (1993)