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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)
Selecting estimated models using chi-square statistics
Vuong, Quang H., (1991)
Generalized inverses and asymptotic properties of wald tests
Vuong, Quang H., (1987)
Nonparametric significance testing
Lavergne, Pascal, (2000)