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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)
Auction price anomalies : evidence from wool auctions in Australia
Jones, Chris, (1996)
Seasonal integration and the evolving seasonals model
Hylleberg, Svend, (1995)
Modelling the term structure
Pagan, Adrian R., (1995)