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Monograph
Tschernig, Rolf and Weber, Enzo and Weigand, Roland (2013) Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 471, Working Paper, University of Regensburg, Regensburg.
Tschernig, Rolf and Weber, Enzo and Weigand, Roland (2010) Long-run Identification in a Fractionally Integrated System. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 447, Working Paper, Regensburg. (Unpublished)