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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)
Seemingly unrelated regressions under additive heteroscedasticity : theory and share equation applications
Mandy, David M., (1993)
Optimal IV estimation of systems with stochastic regressors and VAR distribances with applications to dynamic systems
Mandy, David M., (2001)
A unified approach to asymptotic equivalence of Aitken and feasible Aitken instrumental variables estimators
Mandy, David M., (1994)