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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)
On the efficient estimation of simultaneous equations with covariance restrictions
Arellano, Manuel, (1989)
A note on the Anderson-Hsiao estimator for panel data
Testing for autocorrelation in dynamic random effects models
Arellano, Manuel, (1990)