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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)
Low-pass filtered least squares estimators of cointegrating vectors
Li, Yikang, (1998)
New small sample estimators for cointegration regression : low-pass spectral filter method
Li, Yikang, (1995)
Yikang, Li, (1998)