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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)
Least absolute error estimation in the presence of serial correlation
Weiss, Andrew A., (1990)
Asymptotic theory for ARCH models : stability, estimation and testing
Weiss, Andrew A., (1982)
Specification tests in ordered logit and probit models
Weiss, Andrew A., (1997)