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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)
Kernel estimation when density may not exist
Zinde-Walsh, Victoria, (2008)
Asymptotic theory for some high breakdown point estimators
Zinde-Walsh, Victoria, (2002)
On the periodicity of solutions to dynamic problems of costly price adjustment under inflation
Zinde-Walsh, Victoria, (1987)