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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 computation of test statistics for multivariate regression models in event studies
Seaks, Terry G., (1990)
An analysis of the probability of default on federally guaranteed student loans
Knapp, Laura G., (1992)
The restricted least squares estimator : a pedagogical note
Greene, William, (1991)