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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 penalized analytic center estimator
Knight, Keith, (2016)
Shrinkage estimation for nearly singular designs
Knight, Keith, (2008)
Estimation in dynamic linear regression models with infinite variance errors
Knight, Keith, (1993)