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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)
Relative efficiency of first difference estimator in panel data regression with serially correlated error components
Song, Seuck-heun, (1999)
The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process
Jeske, Roland, (1996)
The unbalanced nested error component regression model
Baltagi, Badi H., (2001)