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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Cointegration for the applied economist
Bhaskara Rao, Buddhavarapu, (1994)
The foundations of econometric analysis
Hendry, David F., (1995)
On the periodicity of solutions to dynamic problems of costly price adjustment under inflation
Zinde-Walsh, Victoria, (1987)
The consequences of misspecification in time series processes
Zinde-Walsh, Victoria, (1990)
Asymptotic theory for some high breakdown point estimators
Zinde-Walsh, Victoria, (2002)