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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)
Constraining Kalman filter and smoothing estimates to satisfy time-varying restrictions
Doran, Howard E., (1990)
Testing nonnested models
Doran, Howard E., (1993)
On using Durbin's h-test to validate the partial adjustment model
Doran, Howard E., (1986)