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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)
Critical values for multiple structural change tests
Bai, Jushan, (2003)
Estimating and testing linear models with multiple structural changes
Bai, Jushan, (1995)
Computation and analysis of multiple structural change models