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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)
Benchmarking the expectations hypothesis of the interest-rate term structure : an analysis of cointegration vectors
Shea, Gary S., (1992)
The course of the exchange : measuring and interpreting returns processes in 18th and early 19th century Britain
Shea, Gary S., (2000)
Rational pricing of options during the South Sea Bubble : valuing the 22 August 1720 options
Shea, Gary S., (2004)