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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)
Out-of-sample forecast performance as a test for nonlinearity in time series
Jaditz, Theodore Mark, (1998)
Multivariate nonlinear forecasting : using financial information to forecast the real sector
Seasonality in variance is common in macro time series
Jaditz, Theodore Mark, (2000)