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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)
Lp-norm consistencies of nonparametric estimates of regression, heteroskedasticity and variance of regression estimate when distribution of regressor is known
Singh, Radhey S., (1991)
Global consistencies under weaker conditions of nonparametric estimates of regression, heteroskedasticity and variance of regression estimates
Singh, Radhey S., (1994)
Estimation of error variance in linear regression models with errors having multivariate student-t distribution with unknown degrees of freedom
Singh, Radhey S., (1988)