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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Nonparametric nonlinear cotrending analysis, with and application to interest and inflation in the United States
Bierens, Herman J., (2000)
A consistent Hausman-type model specification test
Bierens, Herman J., (1987)
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
Bierens, Herman J., (1997)