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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)
Orthogonality tests in linear models
Ahn, Seung Chan, (1997)
Comment on "IV estimation of panels with factor residuals" by D. Robertson and V. Sarafidis
Ahn, Seung Chan, (2015)
Eigenvalue Ratio Test for the Number of Factors
Ahn, Seung Chan, (2017)