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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)
Testing for identifiability of simultaneous-equation coefficients
Cragg, John G., (1989)
On the asymptotic properties of LDU-based tests of the rank of a matrix
Cragg, John G., (1993)
On several criteria for estimating the rank of a matrix