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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)
Dynamic specification and cointegration
Boswijk, Herman Peter, (1991)
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter, (1995)
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter, (1997)