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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)
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances
Krämer, Walter, (1999)
The power of residual-based tests for cointegration when residuals are fractionally integrated
Near observational equivalence and fractionally integrated processes
Mármol, Francesc, (1999)