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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)
Prewhitened unit root test
Maekawa, Koichi, (1994)
Edgeworth expansion for the OLS estimator in a time series regression model
Maekawa, Koichi, (1985)
Finite sample comparisons of the distributions of the OLS and GLS estimators in regression with an integrated regressor and correlated errors
Maekawa, Koichi, (1998)