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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)
Variable addition and Lagrange multiplier tests for linear and logarithmic regression models : theory and Monte Carlo evidence
Godfrey, L. G., (1986)
On efficient estimation and correct inference in models with generated regressors : a general approach
McKenzie, Colin, (1990)
When are two step estimators efficient?
McAleer, Michael, (1989)