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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)
Consistency of optimization estimators
Wooldridge, Jeffrey M., (1985)
Asymptotic theory for econometricians
White, Halbert, (2001)
Tests de spécification dans les modèles dynamiques
White, Halbert, (1985)