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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Unobservable cyclical components in term premia of fixed-term financial instruments
MacDonald, Alexander David, (1993)
Nonparametric detection and estimation of structural change
Kristensen, Dennis, (2011)
Long-run trends in internal migrations in Italy : a study in panel cointegration with dependent units
Fachin, Stefano, (2007)
Bootstrap inference on fully modified estimates of cointegration coefficients : a comment
Fachin, Stefano, (2004)
Bootstrap and asymptotic tests of long-run relationships in cointegrated systems
Fachin, Stefano, (2000)