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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)
Efficient estimation of cointegrating relatinships among higher order and fractionally integrated processes
Dolado, Juan J., (1996)
Asymptotic inference results for multivariate long-memory processes
Dolado, Juan J., (2004)
Análisis y determinación de la tasa de paro de equilibrio
Dolado, Juan J., (1993)