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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)
Some forecasting applications of partially adaptive estimators of ARIMA models
McDonald, James B., (1994)
A generalization of the beta distribution with applications
McDonald, James B., (1995)
Probability distributions for financial models
McDonald, James B., (1996)