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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)
Global identification of the dynamic shockerror model
Nowak, Eugen, (1985)
Identification of the dynamic shock-error model with autocorrelated errors
Nowak, Eugen, (1983)
Identifikation und Schätzung ökonometrischer Zeitreihenmodelle mit Fehlern in den Variablen
Nowak, Eugen, (1981)