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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Unobservable cyclical components in term premia of fixed-term financial instruments
MacDonald, Alexander David, (1993)
Nonparametric detection and estimation of structural change
Kristensen, Dennis, (2011)
The coefficient of determination and its adjusted version in linear regression models
Srivastava, Anil K., (1995)
The second-order bias and mean squared error of nonlinear estimators
Rilstone, Paul, (1996)
Moments of the ratio of quadratic forms in non-normal variables with econometric examples
Ullah, Aman, (1994)