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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)
On the use of artificial regressions in certain microeconometric models
Orme, Chris D., (1995)
Simulated conditional moment tests
Efficient score tests for heteroskedasticity in micro-econometrics
Orme, Chris D., (1992)