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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)
Triangular representation and error correction mechanism in cointegrated systems
Cappuccio, Nunzio, (1996)
Estimation and inference on long-run equilibria : a simulation study
Cappuccio, Nunzio, (2001)
MCMC Bayesian estimation of a Skew-GED stochastic volatility model
Cappuccio, Nunzio, (2004)