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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)
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models
Phillips, Garry D. A., (2000)
Nagar-type moment approximations in simultaneous equation models : some further results
Phillips, Garry D. A., (2007)
The bias of the 2SLS variance estimator
Kiviet, J. F., (2000)