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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)
On estimating an ARMA model with an MA unit root
McCabe, Brendan Peter Martin, (1998)
A simple test for cointegration
Leybourne, Stephen James, (1994)
Can economic time series be differenced to stationarity?
Leybourne, Stephen James, (1996)