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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 asymptotic local structure of the Cox modified likelihood-ratio statistic for testing non-nested hypotheses
Szroeter, Jerzy, (1992)
A class of parametric tests for heteroscedasticity in linear econometric models
Szroeter, Jerzy, (1978)
Generalized variance-ratio tests for serial correlation in multivariate regression models