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