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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)
Fractional cointegrating regression in the presence of linear time trends
Hassler, Uwe, (1998)
Spurious multicointegration
Mármol, Francesc, (1995)
Spurious regressions in econometrics for I(d) stochastic processes
Mármol, Francesc, (1994)