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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)
Parsimonious autocorrelation corrections for singular demand systems
McLaren, Keith Robert, (1996)
A new example of a closed form mean-variance representation
McLaren, Keith Robert, (2009)
Estimating demand with varied levels of aggregation
Grose, Simone D., (2000)