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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Cointegration for the applied economist
Bhaskara Rao, Buddhavarapu, (1994)
The foundations of econometric analysis
Hendry, David F., (1995)
Forecasting with medium and large Bayesian VARs
Koop, Gary, (2013)
"Objective" Bayesian unit root tests
Koop, Gary, (1992)
Aggregate shocks and macroeconomic fluctuations : a Bayesian approach