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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)
Econometric theory
Davidson, James E. H., (2000)
Econometric modelling of the sterling effective exchange rate
Davidson, James E. H., (1985)
A Wald test of restrictions on the cointegrating space based on Johansen's estimator
Davidson, James E. H., (1998)