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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)
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi, (1999)
Autocorrelation and trended explanatory variables : a reply
Maeshiro, Asatoshi, (1980)
Autoregressive transformation, trended independent variables and autocorrelated disturbance terms
Maeshiro, Asatoshi, (1976)