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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)
Econometrics and decision theory
Chamberlain, Gary, (2000)
Funds, factors, and diversification in arbitrage pricing models
Chamberlain, Gary, (1982)
Panel data
Chamberlain, Gary, (1992)