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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)
Festschrift in honor of Peter C. B. Phillips : [the special 18th meeting of the New Zealand Econometric Study Group in honor of Peter C. B. Phillips was held at the University of Auckland on 7 - 9th March 2008]
Hansen, Bruce E., (2014)
Econometric theory and practice : frontiers of analysis and applied research
Corbae, Dean, (2006)
Exact small sample theory in the simultaneous equations model
Phillips, Peter C. B., (1992)