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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)
The bias of the 2SLS variance estimator
Kiviet, J. F., (2000)
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Kiviet, J. F., (1998)
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F., (1999)