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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)
A new form of the information matrix test
Davidson, Russell, (1988)
Regression-based methods for using control and antithetic variates in Monte Carlo experiments
Davidson, Russell, (1990)
Heteroskedasticity - robust tests in regressions directions
Davidson, Russell, (1985)