Cover -- Table of contents -- List of contributors -- Forecasting the technology revolution -- Collaborative computing: a new management strategy for increasing productivity and building a better business -- Knowledge integration through networked strategic communities: two case studies in Japan...

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...