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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)
A link between complete models with stochastic volatility and ARCH models
Jeantheau, Thierry, (2004)
STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS
Jeantheau, Thierry, (1998)