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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)
Principal component and factor analyses
Rao, Calyampudi Radhakrishna, (1996)
Linear statistical inference and its applications
Rao, Calyampudi Radhakrishna, (1973)
Rao, Calyampudi Radhakrishna, (1967)