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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)
Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
Saikkonen, Pentti, (1999)
Estimation and testing of cointegrated systems by an autoregressive approximation
Saikkonen, Pentti, (1992)
Asymptotically efficient estimation of cointegration regressions
Saikkonen, Pentti, (1991)