Professor of Econometrics
Member of the Econometrics Research Group
- Cointegration rank tests in data generating processes with serially correlated errors
- Policy analysis with and without a priori conditions, (with M. Hatanaka), The Economic Studies Quarterly, 1983, 14, 3, 193-210.
- Tests of Granger causality by the selection of the orders of a bivariate autoregressive model, Economics Letters, 1987, 22, 2-3, 223-227.
- On the invertibility of fractionally differenced ARIMA processes, Biometrika, 1993, 80, 3, 703-709.