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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)
Time-series-based econometrics : unit roots and co-integrations
Hatanaka, Michio, (1996)
How to determine the number of relations among deterministic trends
Hatanaka, Michio, (2000)
The identification problem in regression models with time varying parameters in random walk
Hatanaka, Michio, (1985)