Small-sample improvements in the statistical analysis of seasonally cointegrated systems. - Gianluca Cubadda; Pieter Omtzigt (Comput. Stat. Data Anal., 2005)

A unifying framework for analysing common cyclical features in cointegrated time series. - Gianluca Cubadda (Comput. Stat. Data Anal., 2007)

Optimization of the generalized covariance estimator in noncausal processes. - Gianluca Cubadda; Francesco Giancaterini; Alain Hecq; Joann Jasiak (Stat. Comput., 2024)