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Hualde, J. and Robinson, Peter (2010) Semiparametric inference in multivariate fractionally cointegrated systems. Journal of Econometrics, 157 (2). pp. 492-511. ISSN 0304-4076
Hualde, J. and Robinson, Peter (2007) Root-n-consistent estimation of weak fractional cointegration. Journal of Econometrics, 140 (2). pp. 450-484. ISSN 0304-4076
Hualde, J. and Robinson, Peter M. (2006) Root-n-consistent estimation of weak fractional cointegration. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter M. and Hualde, J. (2003) Cointegration in fractional systems with unknown integration orders. Econometrica, 71 (6). pp. 1727-1766. ISSN 0012-9682