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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)
Locally optimal one-sided tests for multiparameter hypotheses
King, Maxwell L., (1997)
Variance decomposition of stock returns and dividend imputation system
Wu, Ping X., (1999)
Unequally spaced panel data regressions with AR(1) disturbances
Baltagi, Badi H., (1999)