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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)
Some improvements for bootstrapping regression estimators under first-order serial correlation
Rilstone, Paul, (1993)
A simple Bera-Jarque normality test for nonparametric residuals
Rilstone, Paul, (1992)
Some Monte Carlo evidence on the relative efficiency of parametric and semiparametric EGLS estimators
Rilstone, Paul, (1991)