//-->
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)
Asset Pricing : A Structural Theory and Its Applications
Cheng, Bing, (2008)
Asset pricing : a structural theory and its applications
Cheng, Bing, (2007)
Comparative analysis on the three popular causality modeling methodologies
Shi, Xueyang, (2022)