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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)
Classical estimation methods for LDV models using simulation
Hajivassiliou, Vassilis Argyrou, (1993)
Simulation of multivariate normal rectangle probabilities and their derivatives : theoretical and computational results
Hajivassiliou, Vassilis Argyrou, (1996)