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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)
Distribution Free Goodness-of-Fit Tests for Linear Processes
Delgado, Miguel A., (2008)
Testing constancy in varying coefficient models
Delgado, Miguel A., (2019)
Delgado, Miguel A., (2021)