Efficient Wald Tests for Fractional Unit Roots

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Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (2016, unknown): “8 Lobato and Velasco (2007) proposed a Wald tests, which is asymptotically equivalent to the LM test of Robinson (1994), though it focuses exclusively on the long run or zero frequency, not taking into account alternative poles in the spectrum.”
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (2010, methodology): “In the same model as Lasak, but assuming “weak cointegration”, Avarucci and Velasco (2009) extend the univariate test of Lobato and Velasco (2007) to analyze a Wald test for cointegration rank, see also Marmol and Velasco (2004).”