1. On the maximum likelihood cointegration procedure under a fractional equilibrium error;Andersson;Economics Letters,1999
2. Avarucci, M., 2007. Three essays on fractional cointegration. Ph.D. Thesis. University of Rome “Tor Vergata”.
3. Convergence of Probability Measures;Billingsley,1968
4. Inference on the cointegration rank in fractionally integrated processes;Breitung;Journal of Econometrics,2002
5. A residual-based LM type test against fractional cointegration;Breitung;Econometric Theory,2006