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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)
Moving average conditional heteroscedastic processes
Yang, Minxian, (1992)
On cointegration test for VAR models with drift
Yang, Minxian, (1995)
Testing for cointegration within the Box-Tiao procedure
Bewley, Ronald A., (1993)