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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)
Further results on testing AR (1) against MA (1) disturbances in the linear regression model
King, Maxwell L., (1984)
Specification tests for separate models : A survey
McAleer, Michael, (1984)
The geometry of specification error
Fisher, Gordon R., (1984)