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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Unobservable cyclical components in term premia of fixed-term financial instruments
MacDonald, Alexander David, (1993)
Nonparametric detection and estimation of structural change
Kristensen, Dennis, (2011)
Diagnostic test for structural change in cointegrated regression models
Hao, Kang, (1996)
Estimating long run relationships in economics : a comparison of different approaches
Inder, Brett A., (1991)
Economic growth and contraction and their impact on the poor
Inder, Brett A., (2004)