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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)
Error correction models for aggregate imports : the case of two small open European economies
Urbain, Jean-Pierre, (1988)
Japanese import behavior and cointegration : a comment
Urbain, Jean-Pierre, (1994)
Partial versus full system modelling of cointegrated systems : an empirical illustration
Urbain, Jean-Pierre, (1993)