- Journal of Statistical Planning and Inference 53(3):297--310 (Aug 30, 1996)
- Statistics \& Probability Letters 40(4):385--393 (Nov 15, 1998)
- Journal of Statistical Planning and Inference 136(8):2547--2571 (Aug 1, 2006)
- Journal of Time Series Analysis 21(1):61--74 (Jan 1, 2000)doi: 10.1111/1467-9892.00173 .
- Journal of Econometrics 129(1-2):299--327 (December 2004)
- Journal of Econometrics 126(2):571--572 (June 2005)
- Journal of Econometrics 120(1):139--158 (May 2004)
- Journal of Econometrics 112(2):265--294 (February 2003)


author