Chapter 1: Introduction -- Chapter 2: Environmental Impacts of Globalization -- Chapter 3: Generating Spatial Time Series on Interstate Commodity Flows -- Chapter 4: The Evolution of Commodity Flows and Associated Non-Point-Source Black Carbon Emissions in the Midwest-Northeast Transportation...

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...