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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)
"Testing" for mean and variance breaks with dependent data
Machado, José A. F., (1992)
Box-cox quantile regression and the distribution of firm sizes
Machado, José A. F., (2000)
GMM inference when the number of moment conditions is large
Koenker, Roger, (1999)