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Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D., (1994)
HUS revisited
Hendry, David F., (1994)
The performance of periodic autoregressive models in forecasting seasonal UK consumption
Osborn, Denise R., (1989)
Jackknife estimation of stationary autoregressive models
Chambers, Marcus J., (2012)
Cointegration and sampling frequency
Chambers, Marcus J., (2011)
Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data
Chambers, Marcus J., (2020)