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   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:30:y:2024:i:c:p:1-14.

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2. Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier.
   In: Papers.
   RePEc:arx:papers:2211.10235.

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3. Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier.
   In: CREATES Research Papers.
   RePEc:aah:create:2022-02.

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4. Likelihood based inference for an Identifiable Fractional Vector Error Correction Model. (2018). Lasak, Katarzyna ; Carlini, Federico.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20180085.

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5. 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.

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6. New Fractional Dickey and Fuller Test. (2015). BENSALMA, AHMED.
   In: MPRA Paper.
   RePEc:pra:mprapa:65282.

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7. 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.

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8. Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets. (2013). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
   In: Working Papers.
   RePEc:qed:wpaper:1309.

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9. Tests for cointegration with structural breaks based on subsamples. (2010). Monticini, Andrea ; Davidson, James.
   In: Computational Statistics & Data Analysis.
   RePEc:eee:csdana:v:54:y:2010:i:11:p:2498-2511.

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10. Power comparison among tests for fractional unit roots. (2008). Velasco, Carlos ; Lobato, Ignacio.
    In: Economics Letters.
    RePEc:eee:ecolet:v:99:y:2008:i:1:p:152-154.

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11. Simple Wald tests of the fractional integration parameter : an overview of new results. (2008). Mayoral, Laura ; Gonzalo, Jesus ; Dolado, Juan.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we20080129.

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12. Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components. (2008). Mayoral, Laura ; Gonzalo, Jesus ; Dolado, Juan ; JuanJ. Dolado, .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:12:y:2008:i:4:n:1.

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

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

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15. Testing for a Unit Root Against Fractional Alternatives in the Presence of a Maintained Trend. (2003). Mayoral, Laura ; Gonzalo, Jesus ; Dolado, Juan ; JuanJ. Dolado, .
    In: Working Papers.
    RePEc:bge:wpaper:29.

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