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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)
Multiple optima and asymptotic approximations in the partial adjustment model
McManus, Douglas A., (1994)
The level and power of the bootstrap t test in the AR(1) model with trend
Nankervis, John C., (1996)
The exact moments of the least-squares estimator for the autoregressive model : corrections and extensions
Nankervis, John C., (1988)