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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)
Schätzung und Spezifikation ökonometrischer neuronaler Netze
Lucas, André, (2003)
Evaluating the Basle guidelines for backtesting banks' internal risk management models
Lucas, André, (2001)
A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior
Lucas, André, (2000)