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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)
J. Denis Sargan and the origins of LSE econometric methodology
Hendry, David F., (2003)
Special issue In memory of John Denis Sargan, 1924 - 1996 : studies in empirical macroeconometrics
Hendry, David F., (2001)
John Denis Sargan
Desai, Meghnad, (1997)