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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)
Nonparametric kernel estimation of econometric parameters
Ullah, Aman, (1988)
Nonparametric time-series estimation of joint DGP, conditional DGP, and vector autoregression
Singh, Radhey S., (1985)
Estimation of a probability density function with applications to nonparametric inference in econometrics