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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 VAR-VARCH model : a Bayesian approach
Polasek, Wolfgang, (1995)
Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey, (1995)
Testing for negativity in a demand system : a Bayesian approach
Hasegawa, Hikaru, (1999)