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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)
Funds, factors, and diversification in arbitrage pricing models
Chamberlain, Gary, (1982)
Panel data
Chamberlain, Gary, (1992)
Econometric applications of maxmin expected utility
Chamberlain, Gary, (2000)