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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)
Testing cointegration in infinite order vector autoregressive processes
Saikkonen, Pentti, (1997)
Point optimal tests for testing the order of differencing in ARIMA models
Saikkonen, Pentti, (1993)
Testing for a Valid Normalization of Cointegrating Vectors in Vector Autoregressive Processes.
Luukkonen, Ritva, (1999)