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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)
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F., (1998)
The bias of the 2SLS variance estimator
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Kiviet, J. F., (1997)