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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)
Spectral analysis for bivariate time series with long memory
Hidalgo, Javier, (1996)
Specification testing for regression models with dependent data
Hidalgo, Javier, (2008)
A bootstrap causality test for covariance stationary processes
Hidalgo, Javier, (2005)