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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)
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)