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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)
On model reduction and multiperiod ahead prediction in vector autoregressive models
Otter, Pieter W., (1995)
Canonical correlation in multivariate time series analysis with an application to one-year-ahead and multiyear-ahead macroeconomic forecasting
Otter, Pieter W., (1990)
On dynamic selection of households for direct marketing based on Markov chain models with memory
Otter, Pieter W., (2007)