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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 note on the Eicker-White heteroskedasticity-consistent covariance matrix estimator
Dastoor, Naorayex K., (1994)
The equality of comparable extended families of classical-type and Hausman-type statistics
Dastoor, Naorayex K., (2003)
A score-type and a Hausman-type statistic based on nonsingular generalized inverses