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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)
Edgeworth expansion for the OLS estimator in a time series regression model
Maekawa, Koichi, (1985)
Prewhitened unit root test
Maekawa, Koichi, (1994)
The CUSUM of squares test for the stability of regression models with non-stationary regressors
Lu, Xinhong, (2008)