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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)
Specification tests based on the heterogeneous generalized gamma model of duration : with an application to Kennan's strike data
Jaggia, Sanjiv, (1991)
Tests of moment restrictions in parametric duration models
Alternative forms of the score test for heterogeneity in a censored exponential model
Jaggia, Sanjiv, (1997)