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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)
Multiple optima and asymptotic approximations in the partial adjustment model
McManus, Douglas A., (1994)
The level and power of the bootstrap t test in the AR(1) model with trend
Nankervis, John C., (1996)
Mirror-image and invariant distributions in ARMA models
Cryer, Jonathan D., (1989)