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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)
Nonstationary binary choice
Park, Joon Y., (2000)
Asymptotics for nonlinear transformations of integrated time series
Park, Joon Y., (1999)
Statistical inference in regressions with integrated processes
Park, Joon Y.,