//-->
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Resampling methods for tests in regression models with autocorrelated errors
Rayner, Robert K., (1991)
Some asymptotic theory for the bootstrap in econometric models
Rayner, Robert K., (1988)
Bootstrapping p values and power in the first-order autoregression : a Monte Carlo investigation
Rayner, Robert K., (1990)