1. Unit roots versus other types of time-heterogeneity, parameter time dependence and superexogeneity;Caporale;Journal of Forecasting,2002
2. Distribution of the estimators for autoregressive time series with a unit root;Dickey;Journal of the American Statistical Association,1979
3. International capital mobility and crowding out in the U.S. economy: imperfect integration of financial markets or goods markets;Frankel,1986
4. Perspectives on and long-run real exchange rates;Froot,1995
5. Forecasting, Structural Time Series Models and the Kalman Filter;Harvey,1989