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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)
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem, (2000)
Testing for the existence of a long-run relationship
Pesaran, M. Hashem, (1996)
Bounds testing approaches to the analysis of long-run relationships
Pesaran, M. Hashem, (1999)