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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Cointegration for the applied economist
Bhaskara Rao, Buddhavarapu, (1994)
The foundations of econometric analysis
Hendry, David F., (1995)
Asymptotic distributions of unit-root tests when the process is nearly stationary
Pantula, Sastry G., (1991)
A note on strong mixing of ARMA processes
Athreya, Krishna B., (1986)
Testing for a unit root in autoregressive processes with systematic but incomplete sampling
Shin, Dongwan, (1993)