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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)
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
Hodgson, Douglas J., (2000)
Adaptive estimation of cointegrating regressions with ARMA errors
Hodgson, Douglas J., (1995)
Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market