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Robinson, Peter M (1980) Estimation and forecasting for time series containing censored or missing observations. In: Anderson, Oliver D, (ed.) Time Series : Proceedings of the International Conference Held at Nottingham University, March 1979. North-Holland, Amsterdam ; New York. ISBN 9780444854186
Marinucci, D and Robinson, Peter M (2001) Finite sample improvement in statistical inference with I(1) processes. Econometrics (EM/2001/422). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.