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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)
Granger causality and misspecified vector autoregressions
Lahiri, Kajal, (1996)
Theory and evidence
Lahiri, Kajal, (1997)
Some tests for unbiasedness in the long run using survey data
Lahiri, Kajal, (1989)