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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)
Efficiency of estimators in regression model with AR(1) errors
Magee, Lonnie, (1982)
The coefficient of determination and its adjusted version in linear regression models
Srivastava, Anil K., (1995)
Moments of the ratio of quadratic forms in non-normal variables with econometric examples
Ullah, Aman, (1994)