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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)
Cointegration, identification and exogeneity : inference in structural error correction models
Boswijk, Herman Peter, (1992)
Mixed normal inference on multicointegration
Boswijk, Herman Peter, (2010)
Nuisance parameter free inference on cointegration parameters in the presence of a variance shift