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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)
Efficiency of estimators in regression model with AR(1) errors
Magee, Lonnie, (1982)
Moments of the ratio of quadratic forms in non-normal variables with econometric examples
Ullah, Aman, (1994)
The second-order bias and mean squared error of nonlinear estimators
Rilstone, Paul, (1996)