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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)
Pairwise difference estimation with nonparametric control variables
Aradillas-Lopez, Andres, (2007)
Pairwise difference estimators for nonlinear models
Honoré, Bo E., (2005)