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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)
Nonlinear models with panel data
Honoré, Bo E., (2002)
Non-linear models with panle data
Panel data discrete choice models with lagged dependent variables
Honoré, Bo E., (2000)