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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)
Co-integration, error correction, and the econometric analysis of non-stationary data
Banerjee, Anindya, (1996)
Estimating Euler equations with integrated series
Dolado, Juan J., (1990)
Estimating intertemporal quadratic adjustment cost models with integrated series
Dolado, Juan J., (1991)