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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)
A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors
Sapra, Sunil K., (1986)
Distribution-free estimation in a disequilibrium market model
Asymptotic properties of a quasi-maximum likelihood estimator in truncated regression model with serial correlation
Sapra, Sunil K., (1992)