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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)
A note on currecting biases in dynamic panel models
Chowdhury, Gopa, (1987)
A comparison of covariance estimators for complete and incomplete panel data models
Chowdhury, Gopa, (1991)
Hourly Earnings in the United States: Another Look at Unionization, Schooling, Sickness, and Unemployment Using PSID Data.
Chowdhury, Gopa, (1985)