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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 modification of the CUSUM test in the linear regression model with lagged dependent variables
Krämer, Walter, (1987)
Ploberger, Werner, (1989)
On studentizing a test for structural change
Ploberger, Werner, (1986)