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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)
A simple recursive estimation method for linear regression models with AR(p) disturbances
Baltagi, Badi H., (1994)
A nonparametric test for poolability using panel data
Baltagi, Badi H., (1996)
A consistent test for the parametric distribution of regression disturbances
Baltagi, Badi H., (2000)