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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Cointegration for the applied economist
Bhaskara Rao, Buddhavarapu, (1994)
The foundations of econometric analysis
Hendry, David F., (1995)
Robust methods and asymptotic theory in nonlinear econometrics
Bierens, Herman J., (1981)
A consistent Hausman-type model specification test
Bierens, Herman J., (1987)
Topics in advanced econometrics : estimation, testing, and specification of cross-section and time series models
Bierens, Herman J., (1996)