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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)
Markov chain Monte Carlo technology
Chib, Siddhartha, (2004)
Panel data modeling and inference : a Bayesian primer
Chib, Siddhartha, (2008)
Markov chain Monte Carlo methods : computation and inference
Chib, Siddhartha, (2001)