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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)
Seemingly unrelated regression on the autoregressive (AR(p)) singular equation system
Lee, Byung-joo, (1995)
Separability test for the electricity supply industry
Non-parametric test of derivative restrictions robust to functional misspecification
Lee, Byung-joo, (1994)