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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)
Approximate asymptotic distribution functions for unit-root and cointegration tests
MacKinnon, James G., (1994)
Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G., (1996)
Critical values for cointegration tests
MacKinnon, James G., (1990)