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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)
Estimation in dynamic linear regression models with infinite variance errors
Knight, Keith, (1993)
Asymptotic theory for m-estimators of boundaries
Knight, Keith, (2003)
Shrinkage estimation for nearly singular designs
Knight, Keith, (2008)