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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)
The distributions of the J and Cox non-nested test in regression models with weakly correlated regressors
Michelis, Leo, (1999)
Prospects of a Monetary Union in North America : an empirical investigation
Michelis, Leo, (2004)
Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G., (1999)