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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)
Exact small sample theory in the simultaneous equations model
Phillips, Peter C. B., (1992)
Time series regression with a unit root and infinite-variance errors
Phillips, Peter C. B., (1990)
Partially identified econometric models
Phillips, Peter C. B., (1989)