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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)
Modified rainbow tests
Burke, Simon P., (1990)
Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type
Burke, Simon P., (1996)
Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris, (1999)