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Hiernaux, Alfredo G. and Casals Carro, José and Jerez Méndez, Miguel (2005) Fast estimation methods for time series models in state-space form. [Working Paper or Technical Report]
Hiernaux, Alfredo G. and Jerez Méndez, Miguel and Casals, José (2005) Unit roots and cointegrating matrix estimation using subspace methods. [Working Paper or Technical Report]