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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)
Exact distribution and critical values of a unit root test in the presence of change in variance
Ohtani, Kazuhiro, (2004)
Improving the Stein-rule estimator of each individual regression coefficient using the Stein varience estimator
Ohtani, Kazuhiro, (1998)
Inadmissibility of the Stein-rule estimator under the balanced loss function
Ohtani, Kazuhiro, (1999)