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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)
Composition des portefeuilles des ménages : une analyse scores dur données françaises
Gouriéroux, Christian, (1997)
A note on the efficiency of two-step estimation methods
Trognon, Alain, (1990)
A general approach to serial correlation
Gouriéroux, Christian, (1985)