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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 weighted estimation in linear regression in the presence of parameter uncertainty
Clarke, Judith A., (2008)
Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
Clarke, Judith A., (1987)
Preliminary-test estimation of the scale parameter in a mis-specified regression model
Giles, David E. A., (1989)