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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)
[Rezension von: Franses, Philip Hans, Periodicity and stochastic trends in economic time series]
Hall, Alastair R., (1997)
A simplified method of calculating the score test for serial correlation in multivariate models
Hall, Alastair R., (1986)
The information matrix test for the linear model
Hall, Alastair R., (1987)