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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)
The CUSUM test based on least squares residuals in regressions with integrated variables
Wright, Jonathan H., (1993)
Detecting lack of identification in GMM
Wright, Jonathan H., (2000)
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns