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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)
Statistical inference in vector autoregressions with possibly integrated processes
Toda, Hiro Y., (1995)
Finite sample properties of likelihood ratio tests for cointegrating ranks when linear trends are present
Toda, Hiro Y., (1994)