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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)
Spurious break
Nunes, Luis C., (1993)
Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Nunes, Luis C., (1997)
Nunes, Luis C., (1995)