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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Unobservable cyclical components in term premia of fixed-term financial instruments
MacDonald, Alexander David, (1993)
Nonparametric detection and estimation of structural change
Kristensen, Dennis, (2011)
Asymptotic distributions of unit-root tests when the process is nearly stationary
Pantula, Sastry G., (1991)
Testing for unit roots in autoregressive moving average models : An instrumental variable approach
Estimation of nonlinear random coefficient models
Ramos, Rogelio Q., (1995)