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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)
Monte Carlo results on pure and pretest estimators of an error component model with autocorrelated disturbances
Baltagi, Badi H., (1997)
Testing for random individual and time effects using unbalanced panel data
Baltagi, Badi H., (1998)
A simple recursive estimation method for linear regression models with AR(p) disturbances
Baltagi, Badi H., (1994)