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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)
How informative is the initial condition in the dynamic panel model with fixed effects?
Hahn, Jinyong, (1999)
The information bound of a dynamic panel logit model with fixed effects
Hahn, Jinyong, (2001)
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system