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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 local power of the cusum and cusum of squares tests
Ploberger, Werner, (1990)
The CUSUM test with OLS residuals
Ploberger, Werner, (1992)
On studentizing a test for structural change
Ploberger, Werner, (1986)