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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)
Robust vs. classical principal component analysis in the presence of outliers
Sapra, Sunil K., (2010)
Consistent estimation of a limiting covariance matrix
Sapra, Sunil K., (1993)
Quasi-maximum likelihood estimation and testing in a two-limit probit model with serial correlation
Sapra, Sunil K., (1994)