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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)
Further developments in the study of cointegrated variables
Granger, C. W. J., (1995)
An introduction to stochastic unit root processes
Granger, C. W. J., (1994)
Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
Swanson, Norman R., (1992)