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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)
Probability distributions for financial models
McDonald, James B., (1996)
Parametric models for partially adaptive estimation with skewed and leptokurtic residuals
McDonald, James B., (1991)
Partially adaptive estimation of ARMA time series models
McDonald, James B., (1989)