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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)
On the end-point issue in unit root tests in the presence of a structural break
Lee, Junsoo, (2000)
Municipal bonds and tax arbitrage : a cointgration analysis
Kim, H. Youn, (2000)
The market efficiency hypothesis on stock prices : international evidence in the 1920s
Lee, Junsoo, (1998)