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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)
A guide to modern econometrics
Verbeek, Marno, (2000)
Alternative transformations to eliminate fixed effects
Verbeek, Marno, (1995)
Missing measurements in econometric models with no auxiliary relations
Verbeek, Marno, (1993)