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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)
Schätzung und Spezifikation ökonometrischer neuronaler Netze
Lucas, André, (2003)
Nut, gebruik en beperkingen van value-at-risk voor risicomanagement
Lucas, André, (1999)
A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior
Lucas, André, (2000)