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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)
Consistency tests for heteroskedastic and risk models
Pagan, Adrian R., (1992)
Seasonal integration and the evolving seasonals model
Hylleberg, Svend, (1995)
Modelling the term structure
Pagan, Adrian R., (1995)