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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)
Composite monetary indicators for the United Kingdom : construction and empirical analysis
Mills, Terence C., (1983)
Recent developments in modelling trends and cycles in economic time series and their relevance to quantitative economic history
Mills, Terence C., (2000)
Business cycle volatility and economic growth : a reassessment