1. An extension of cointegration to fractional autoregressive processes. (2011). Johansen, Soren.
   In: CREATES Research Papers.
   RePEc:aah:create:2011-06.

   Full description at Econpapers || Download paper

2. Semiparametric inference in multivariate fractionally cointegrated systems. (2010). Hualde, Javier ; Robinson, P. M..
   In: Journal of Econometrics.
   RePEc:eee:econom:v:157:y:2010:i:2:p:492-511.

   Full description at Econpapers || Download paper

3. Maximum likelihood estimation of fractionally cointegrated systems. (2008). Łasak, Katarzyna.
   In: CREATES Research Papers.
   RePEc:aah:create:2008-53.

   Full description at Econpapers || Download paper

1. Andersson, M. K., Gredenhoff M. P. (1999), On the maximum likelihood cointegration procedure under a fractional equilibrium error, Economics Letters, 65, 143-147.

2. Avarucci, M. (2007), Three Essays on Fractional Cointegration, Ph.D. Thesis, University of Rome Tor Vergata.
   Paper not yet in RePEc: Add citation now
   
3. Billingsley, P. (1968), Convergence of Probability Measures, Wiley, New York.
   Paper not yet in RePEc: Add citation now
   

4. Breitung, J., Hassler U. (2002), Inference on the Cointegration Rank in Fractionally Integrated Processes, Journal of Econometrics, 110, 167-185.

5. Breitung, J., Hassler U. (2006), A residual-based LM type test against fractional cointegration, Econometric Theory, 22, 1091-1111.

6. Chen, W., Hurvich, C. (2006), Semiparametric Estimation of Fractional Cointegrating Subspaces, Annals of Statistics, 34, 2939-2979.

7. Davidson, J. (2002), A model of fractional cointegration, and tests for cointegration using the bootstrap, Journal of Econometrics, 110, 187-212.

8. Davidson, J. (2006), Alternative bootstrap procedures for testing cointegration in fractionally integrated processes, Journal of Econometrics, 133, 741-777.

9. Davies, RB. (1977), Hypothesis Testing when a Nuisance is Present Only under the Alternative, Biometrika, 64, 247-254.
   Paper not yet in RePEc: Add citation now
   

10. Delgado, M. A., Velasco, C. (2005), Sign tests for long-memory time series, Journal of Econometrics, 127, 215-251.

11. Dittmann, I. (2004), Error correction models for fractionally cointegrated time series, Journal of Time Series Analysis, 25, 27-32.

12. Doornik, J. A. (2002), Object-Oriented Matrix Programming Using Ox, 3rd ed. London, Timberlake Consultants Press and Oxford, www.doornik.com.
    Paper not yet in RePEc: Add citation now
    
13. Doornik, J.A. and Ooms, M. (2007), Introduction to Ox: An Object-Oriented Matrix Language, London: Timberlake Consultants Press.
    Paper not yet in RePEc: Add citation now
    

14. Dueker, M., Startz, R. (1998), Maximum-likelihood estimation of fractional cointegration with an application to U.S. and Canadian bond rates. Review of Economics and Statistics, 80, 420-426.

15. Engle, R.F., Granger C.W.J. (1987), Co-integration and Error Correction: Representation, Estimation and Testing, Econometrica, 55, 251-276.

16. Gil-Alaña, L. A. (2003), Testing of Fractional Cointegration in Macroeconomic Time Series, Oxford Bulletin of Economics and Statistics, 65, 517-529.

17. Gil-Alaña, L. A. (2004), A Joint Test of Fractional Integration and Structural Breaks at a Known Period of Time, Journal of Time Series Analysis, 25, 691-700.

18. Giraitis, L., Leipus, R., Philippe, A. (2006), The test for stationarity versus trends and unit roots for a wide class of dependent errors, Econometric Theory, 22, 989-1029.

19. Gonzalo, J., Lee, H. T. (1998), Pitfalls in testing for long run relationships, Journal of Econometrics, 86, 129-145.

20. Granger, C.W.J (1981), Some Properties of Time Series Data and their Use in Econometric Model Specification, Journal of Econometrics, 16, 121-130.

21. Granger, C.W.J (1986), Developments in the study of cointegrated economic variables, Oxford Bulletin of Economics and Statistics, 48, 213-228.

22. Hansen, BE. (1996), Inference when a Nuisance Parameter is not Identified under the Null Hypothesis, Econometrica, 64, 413-430.

23. Hualde, J. Velasco, C. (2008), Distribution-Free test of fractional cointegration, Econometric Theory, 24, 216-255,.

24. Jang K., Ogaki M. (2001), User guide for Johansens Method, Department of Economics, The Ohio State University.
    Paper not yet in RePEc: Add citation now
    

25. Johansen, 5. (1988), Statistical Analysis of Cointegration Vectors, Journal of Economic Dynamics and Control, 12, 231-254.

26. Johansen, 5. (1991), Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models, Econometrica, 59, 1551-1580.

27. Johansen, 5. (1995), Likelihood-based inference in cointegrated Vector Auto-Regressive Models. Oxford University Press, Oxford.
    Paper not yet in RePEc: Add citation now
    
28. Johansen, 5. (2007), Representation of cointegrated autoregressive processes with application to fractional processes, forthcoming in Econometric Reviews.
    Paper not yet in RePEc: Add citation now
    

29. Johansen, 5. (2008), A representation theory for a class of vector autoregressive models for fractional processes, Econometric Theory, 24, 651-676.

30. Lasak, K. (2006), Maximum likelihood estimation of fractionally cointegrated systems, http://www.econ.au.dk/Creates/seminar%2opapers/KL%2opaper22 .pdf

31. Lobato, I., Velasco, C. (2006) Optimal Fractional Dickey-Fuller tests, Econometrics Journal, 9, 492-510.

32. Lyhagen J. (1998), Maximum likelihood estimation of the multivariate fractional cointegrating model, Working Paper Series in Economics and Finance, 233, Stockholm School of Economics.

33. MacKinnon, J. G., Haug, A. A., Michelis, L. (1999), Numerical Distributions Functions of Likelihood Ratio Tests for Cointegration, Journal of Applied Econometrics, 14, 563-577.

34. Marinucci D. (2000), Spectral Regression For Cointegrated Time Series With Long-Memory Innovations, Journal of Time Series Analysis, 21, 685-705.

35. Marinucci, D., Robinson, P.M. (1999), Alternative Forms of Fractional Brownian Motion, Journal of Statistical Planning and Inference, 80, 111-122.
    Paper not yet in RePEc: Add citation now
    

36. Marinucci, D., Robinson, P.M. (2001), Semiparametric fractional cointegration analysis, Journal of Econometrics, 105, 225-247.

37. Marmol, F., Velasco, C. (2004), Consistent testing of cointegrating relationships, Econometrica, 72, 1809-1844.

38. Nielsen, F. 5 (2008), Local Polynomial Whittle Estimation Covering Non-Stationary Fractional Processes, CREATES-RP 2008-28.

39. Nielsen, M. 0. (2005), Multivariate Lagrange Multiplier Tests for Fractional Integration, Journal of Financial Econometrics, 3, 372-398.

40. Phillips, P.C.B., Ouliaris, 5. (1990), Asymptotic Properties of Residual Based Tests for Cointegration, Econometrica, 58, 165-193.

41. Robinson, P.M. (1994), Efficient tests of nonstationary hypotheses, Journal of the American Statistical Association 89, 1420-1072.
    Paper not yet in RePEc: Add citation now
    

42. Robinson, P.M., Hualde, J. (2003), Cointegration in Fractional Systems with Unknown Integration Orders, Econometrica, 71, 1727-1766.

43. Robinson, P.M., Marinucci, D. (1998), Semiparametric Frequency Domain Analysis of Fractional Cointegration, in P. M. Robinson, Time Series with Long Memory, Oxford University Press.

44. Robinson, P.M., Velasco, C. (2000), Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series, Journal of the American Statistical Association, 95, 1229-1243.

45. Robinson, P.M., Yajima, Y. (2002), Determination of cointegrating rank in fractional systems, Journal of Econometrics, 106, 217-241.

46. Shimotsu, K., Phillips, P.C.B. (2005), Exact Local Whittle Estimation of Fractional Integration, Annals of Statistics, 33, 1890-1933.

1. Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608.

   Full description at Econpapers || Download paper

2. Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. (2020). Asai, Manabu ; Allen, David ; Shelton, Peiris ; Manabu, Asai ; David, Allen.
   In: Journal of Time Series Econometrics.
   RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2.

   Full description at Econpapers || Download paper

3. Market integration and the persistence of electricity prices. (2019). Rua, António ; Rodrigues, Paulo ; Pesquita, Vasco ; Pereira, Joo Pedro.
   In: Empirical Economics.
   RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1520-x.

   Full description at Econpapers || Download paper

4. Resuscitating the co-fractional model of Granger (1986). (2019). de Magistris, Paolo Santucci ; Carlini, Federico.
   In: Discussion Papers.
   RePEc:not:notgts:19/01.

   Full description at Econpapers || Download paper

5. A Comparison of Semiparametric Tests for Fractional Cointegration. (2019). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle.
   In: Hannover Economic Papers (HEP).
   RePEc:han:dpaper:dp-651.

   Full description at Econpapers || Download paper

6. Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico.
   In: CREATES Research Papers.
   RePEc:aah:create:2019-02.

   Full description at Econpapers || Download paper

7. Persistence of travel and leisure sector equity indices. (2018). Rodrigues, Paulo ; Andraz, Jorge.
   In: Empirical Economics.
   RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1276-8.

   Full description at Econpapers || Download paper

8. Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility. (2018). Rodrigues, Paulo ; Demetrescu, Matei ; Rubia, Antonio.
   In: Working Papers.
   RePEc:ptu:wpaper:w201817.

   Full description at Econpapers || Download paper

9. Robust Dickey–Fuller tests based on ranks for time series with additive outliers. (2017). Reisen, V A ; Bourguignon, M ; Boistard, H ; Levy-Leduc, C.
   In: Metrika: International Journal for Theoretical and Applied Statistics.
   RePEc:spr:metrik:v:80:y:2017:i:1:d:10.1007_s00184-016-0594-8.

   Full description at Econpapers || Download paper

10. Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form. (2017). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Robert, A M.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:198:y:2017:i:1:p:165-188.

    Full description at Econpapers || Download paper

11. Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets. (2015). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Taylor, A. M. Robert, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:187:y:2015:i:2:p:557-579.

    Full description at Econpapers || Download paper

12. A test of the null of integer integration against the alternative of fractional integration. (2015). Schmidt, Peter ; Amsler, Christine ; Cho, Cheol-Keun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:187:y:2015:i:1:p:217-237.

    Full description at Econpapers || Download paper

13. Fraktionale Kointegrationsbeziehungen zwischen Euribor-Zinssätzen. (2014). Dechert, Andreas.
    In: W.E.P. - Würzburg Economic Papers.
    RePEc:zbw:wuewep:93.

    Full description at Econpapers || Download paper

14. Fractional Cointegration Rank Estimation. (2014). Velasco, Carlos ; Łasak, Katarzyna ; Lasak, Katarzyna.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140021.

    Full description at Econpapers || Download paper

15. Detecting multiple breaks in long memory the case of U.S. inflation. (2014). Hassler, Uwe ; Meller, Barbara.
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:2:p:653-680.

    Full description at Econpapers || Download paper

16. Persistence in the Banking Industry: Fractional integration and breaks in memory. (2014). Rodrigues, Paulo ; Hassler, Uwe ; Paulo M. M. Rodrigues, ; Rubia, Antonio.
    In: Working Papers.
    RePEc:ptu:wpaper:w201406.

    Full description at Econpapers || Download paper

17. Persistence in the banking industry: Fractional integration and breaks in memory. (2014). Rodrigues, Paulo ; Hassler, Uwe ; Rodrigues, Paulo M. M., ; Rubia, Antonio.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:95-112.

    Full description at Econpapers || Download paper

18. On the identification of fractionally cointegrated VAR models with the F(d) condition. (2014). Santucci de Magistris, Paolo ; Carlini, Federico.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-43.

    Full description at Econpapers || Download paper

19. Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets. (2014). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
    In: CREATES Research Papers.
    RePEc:aah:create:2014-22.

    Full description at Econpapers || Download paper

20. Does final demand for energy in Portugal exhibit long memory?. (2013). Belbute, José.
    In: MPRA Paper.
    RePEc:pra:mprapa:45717.

    Full description at Econpapers || Download paper

21. On the predictability of stock prices: A case for high and low prices. (2013). Santucci de Magistris, Paolo ; Ranaldo, Angelo ; Caporin, Massimiliano.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5132-5146.

    Full description at Econpapers || Download paper

22. On the Predictability of Stock Prices: a Case for High and Low Prices. (2012). Santucci de Magistris, Paolo ; Ranaldo, Angelo ; Caporin, Massimiliano.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2012:13.

    Full description at Econpapers || Download paper

23. Quantile regression for long memory testing: A case of realized volatility. (2012). Rodrigues, Paulo ; Hassler, Uwe ; Paulo M. M. Rodrigues, ; Rubia, Antonio.
    In: Working Papers.
    RePEc:ptu:wpaper:w201207.

    Full description at Econpapers || Download paper

24. Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks. (2012). Dechert, Andreas.
    In: MPRA Paper.
    RePEc:pra:mprapa:41044.

    Full description at Econpapers || Download paper

25. Pitfalls of post-model-selection testing: experimental quantification. (2011). Hassler, Uwe ; Demetrescu, Matei ; Kuzin, Vladimir.
    In: Empirical Economics.
    RePEc:spr:empeco:v:40:y:2011:i:2:p:359-372.

    Full description at Econpapers || Download paper

26. Asymptotic normal tests for integration in panels with cross-dependent units. (2011). Hassler, Uwe ; Demetrescu, Matei ; Tarcolea, Adina .
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:95:y:2011:i:2:p:187-204.

    Full description at Econpapers || Download paper

27. On the Predictability of Stock Prices: A Case for High and Low Prices.. (2011). Santucci de Magistris, Paolo ; Ranaldo, Angelo ; Caporin, Massimiliano.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0136.

    Full description at Econpapers || Download paper

28. Generalized long memory and mean reversion of the real exchange rate. (2010). Smallwood, Aaron ; Norrbin, Stefan.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:11:p:1377-1386.

    Full description at Econpapers || Download paper

29. Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies. (2010). Österholm, Pär ; Hjalmarsson, Erik ; Osterholm, Par.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:1:p:51-76.

    Full description at Econpapers || Download paper

30. Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates. (2010). Rodrigues, Paulo ; Martins, Luis ; Paulo M. M. Rodrigues, .
    In: Working Papers.
    RePEc:ptu:wpaper:w201030.

    Full description at Econpapers || Download paper

31. Likelihood based testing for no fractional cointegration. (2010). Łasak, Katarzyna ; Lasak, Katarzyna.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:158:y:2010:i:1:p:67-77.

    Full description at Econpapers || Download paper

32. Nonparametric cointegration analysis of fractional systems with unknown integration orders. (2010). Nielsen, Morten.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:155:y:2010:i:2:p:170-187.

    Full description at Econpapers || Download paper

33. Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration. (2009). Valle e Azevedo, João ; Rodrigues, Paulo ; Paulo M. M. Rodrigues, ; Joao Valle e Azevedo, ; Rubia, Antonio.
    In: Working Papers.
    RePEc:ptu:wpaper:w200902.

    Full description at Econpapers || Download paper

34. Long memory in US disaggregated petroleum consumption: Evidence from univariate and multivariate LM tests for fractional integration. (2009). Smyth, Russell ; Lean, Hooi Hooi.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:8:p:3205-3211.

    Full description at Econpapers || Download paper

35. A test for fractional cointegration using the sieve bootstrap. (2008). Procidano, Isabella ; Gerolimetto, Margherita.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:17:y:2008:i:3:p:373-391.

    Full description at Econpapers || Download paper

36. Nonparametric Cointegration Analysis Of Fractional Systems With Unknown Integration Orders. (2008). Nielsen, Morten.
    In: Working Paper.
    RePEc:qed:wpaper:1174.

    Full description at Econpapers || Download paper

37. On the persistence of the Eonia spread. (2008). Nautz, Dieter ; Hassler, Uwe.
    In: Economics Letters.
    RePEc:eee:ecolet:v:101:y:2008:i:3:p:184-187.

    Full description at Econpapers || Download paper

38. Fractional cointegration in the presence of linear trends. (2008). Velasco, Carlos ; Hassler, Uwe.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:29:y:2008:i:6:p:1088-1103.

    Full description at Econpapers || Download paper

39. Maximum likelihood estimation of fractionally cointegrated systems. (2008). Łasak, Katarzyna.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-53.

    Full description at Econpapers || Download paper

40. Likelihood based testing for no fractional cointegration. (2008). Łasak, Katarzyna.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-52.

    Full description at Econpapers || Download paper

41. Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach. (2007). Shimotsu, Katsumi ; Nielsen, Morten.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:574-596.

    Full description at Econpapers || Download paper

42. Generalized long memory processes, failure of cointegration tests and exchange rate dynamics. (2006). Norrbin, Stefan ; Smallwood, Aaron D.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:4:p:409-417.

    Full description at Econpapers || Download paper

43. Further evidence on the statistical properties of real GNP. (2006). Mayoral, Laura.
    In: Economics Working Papers.
    RePEc:upf:upfgen:955.

    Full description at Econpapers || Download paper

44. Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach. (2006). Shimotsu, Katsumi ; Nielsen, Morten.
    In: Working Paper.
    RePEc:qed:wpaper:1029.

    Full description at Econpapers || Download paper

45. Generalized long memory processes, failure of cointegration tests and exchange rate dynamics. (2006). Smallwood, Aaron ; Norrbin, Stefan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:4:p:409-417.

    Full description at Econpapers || Download paper

46. Alternative bootstrap procedures for testing cointegration in fractionally integrated processes. (2006). Davidson, James.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:2:p:741-777.

    Full description at Econpapers || Download paper

47. An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series. (2006). Swanson, Norman ; Bhardwaj, Geetesh.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:131:y:2006:i:1-2:p:539-578.

    Full description at Econpapers || Download paper

48. Residual log-periodogram inference for long-run relationships. (2006). Velasco, Carlos ; Hassler, Uwe.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:130:y:2006:i:1:p:165-207.

    Full description at Econpapers || Download paper

49. Estimating memory parameter in the US inflation rate. (2005). Lee, Jin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:87:y:2005:i:2:p:207-210.

    Full description at Econpapers || Download paper

50. Efficient wald tests for fractional unit roots. (2005). Velasco, Carlos ; Lobato, Ignacio.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we056935.

    Full description at Econpapers || Download paper

51. Estimating cointegrating vectors using near unit root variables. (2004). Smallwood, Aaron ; Norrbin, Stefan.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:12:p:781-784.

    Full description at Econpapers || Download paper

52. An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series. (2004). Swanson, Norman ; Bhardwaj, Geetesh.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200422.

    Full description at Econpapers || Download paper

53. The power of residual-based tests for cointegration when residuals are fractionally integrated. (2004). Krämer, Walter ; Kramer, Walter.
    In: Economics Letters.
    RePEc:eee:ecolet:v:82:y:2004:i:1:p:63-69.

    Full description at Econpapers || Download paper

54. Further Evidence on the Uncertain (Fractional) Unit Root in Real GNP. (2003). Mayoral, Laura.
    In: Working Papers.
    RePEc:bge:wpaper:82.

    Full description at Econpapers || Download paper

55. A Residual-Based LM Test for Fractional Cointegration. (2002). Hassler, Uwe ; Breitung, Jörg.
    In: Darmstadt Discussion Papers in Economics.
    RePEc:zbw:darddp:dar_37318.

    Full description at Econpapers || Download paper

56. Residual Log-Periodogram Inference for Long-Run Relationships. (2002). Velasco, Carlos ; Hassler, Uwe ; Marmol, Francesc.
    In: Darmstadt Discussion Papers in Economics.
    RePEc:zbw:darddp:dar_37317.

    Full description at Econpapers || Download paper

57. A model of fractional cointegration, and tests for cointegration using the bootstrap. (2002). Davidson, James.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:110:y:2002:i:2:p:187-212.

    Full description at Econpapers || Download paper

58. Inference on the cointegration rank in fractionally integrated processes. (2002). Hassler, Uwe ; Breitung, Jörg.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:110:y:2002:i:2:p:167-185.

    Full description at Econpapers || Download paper

59. Efficient Inference in Multivariate Fractionally Integrated Time Series Models. (2002). Nielsen, Morten.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2002-6.

    Full description at Econpapers || Download paper

60. Multivariate Lagrange Multiplier Tests for Fractional Integration. (2002). Nielsen, Morten.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2002-18.

    Full description at Econpapers || Download paper

61. Too much cocited documents. This list is not complete

Report date: 2025-10-04 01:58:52 || Missing content? Let us know