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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)
Asymptotically optimal tests using limited information and testing for exogeneity
Smith, Richard J., (1990)
Consistent tests for the encompassing hypothesis
Smith, Richard J., (1993)
Some tests for misspecification in bivariate limited dependent variable models
Smith, Richard J., (1985)