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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)
Handbook of matrices
Lütkepohl, Helmut, (1996)
Forecasting nonlinear aggregates and aggregates with time-varying weights
Lütkepohl, Helmut, (2010)