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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)
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)