We are investigating trend extrapolation using historical data from academic publications to forecast future technology directions. Many sources of academic information on the Web (e.g., Google Scholar, Scirus) provide a wealth of relevant information, yet they are not structured for...

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...