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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)
Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K., (1993)
Parity reversion in real exchange rates : fast, slow, or not at all?
Cashin, Paul A., (2006)
Does the Gap Model Work in Asia?
McDermott, C. John, (1996)