References
References
- Granger CWJ Weiss AA 1983 Time series analysis of error correcting models Studies in Econometrics (Eds) S. Karlin, T. Amemuja, L. A. Goodman, Time Series and Multivariate Statistics Academic Press New York pp. 255–78
- Levy , D . 2002 . Cointegration in the frequency domain . Journal of Time Series Analysis , 23 ( 3 ) : 333 – 9 .
- Morana C 2004a A structural common factor approach to core inflation estimation and forecasting European Central Bank Working Paper Series, no. 305
- Morana C 2004b Frequency domain principal components estimation of fractionally cointegrated long memory processes European Central Bank Working Paper Series, no. 321
- Priestley MB 1981 Spectral Analysis and Time Series, Academic Press New York
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