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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)
Lag length estimation in large dimensional systems
Gonzalo, Jesús, (1999)
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors
Gonzalo, Jesús, (1995)
Comovements in large systems
Gonzalo, Jesús, (1994)