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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)
Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K., (2005)
Empirical process methods in econometrics
Andrews, Donald W. K., (1994)
End-of-sample instability tests
Andrews, Donald W. K., (2002)