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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)
Forecasting with medium and large Bayesian VARs
Koop, Gary, (2013)
Aggregate shocks and macroeconomic fluctuations : a Bayesian approach
Koop, Gary, (1992)
"Objective" Bayesian unit root tests