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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)
Heterogeneity in panel data and in nonparametric analysis in honor of Professor Cheng Hsiao
Hsiao, Cheng, (2015)
Essays in honor of Cheng Hsiao
Li, Tong, (2020)
Identification
Hsiao, Cheng, (1992)