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Root-n-consistent estimation of weak fractional cointegration

, and . Journal of Econometrics, 140 (2): 450--484 (October 2007)

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Root-n-consistent estimation of weak fractional cointegration, and . Journal of Econometrics, 140 (2): 450--484 (October 2007)Cointegration in Fractional Systems with Unknown Integration Orders, and . Econometrica, 71 (6): 1727--1766 (305 11 2003)doi: 10.1111/1468-0262.00468.