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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)
The lag relationship between producer and consumer prices : an unobservable variable approach
Shrestha, Keshab, (1986)
Multiple cause model with autocorrelated errors : a gain in efficiency analysis
Shrestha, Keshab, (1987)
Empirical measurement of an inflation index : a multiple-indicators distributed-lag approach
Shrestha, Keshab, (1989)