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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)
Efficient estimation of generalized additive nonparametric regression models
Linton, Oliver, (2000)
Second order approximation in a linear regression with heteroskedasticity of unknown form
Linton, Oliver, (1996)
Semiparametric and nonparametric ARCH modeling
Linton, Oliver, (2009)