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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Time series analysis of export demand equations : a cross-country analysis
Senhadji-Semlali, Abdel, (1999)
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric, (1995)
An efficient GLS estimator of triangular models with covariance restrictions
Arellano, Manuel, (1989)
On the efficient estimation of simultaneous equations with covariance restrictions
Testing for autocorrelation in dynamic random effects models
Arellano, Manuel, (1990)