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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)
Estimating dynamic effects of promotions on brand choice
Paap, Richard, (1999)
On trends and constants in periodic autoregressions
Estimating dynamic effects of promotion on interpurchase times