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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)
Predictions from unrestricted and restricted VAR models
Giannini, Carlo, (1987)
Tecniche BVAR per la costruzione di modelli previsivi mensili e trimestrali
Amisano, Gianni, (1997)
Topics in structural VAR econometrics
Giannini, Carlo, (1991)