"Testing for Seasonal Unit Roots by Frequency Domain Regression," Journal of Econometrics (forthcoming) (with J S Ercolani and A M R Taylor).
"Discrete Time Representation of Continuous Time ARMA Processes," Econometric Theory (forthcoming) (with M A Thornton).
"Cointegration and Sampling Frequency," The Econometrics Journal 14, 2011, 156-185.
"Discrete Time Representations of Cointegrated Continuous Time Models with Mixed Sample Data," Econometric Theory 25, 2009, 1030-1049.
"Econometric Theory Memorial to Albert Rex Bergstrom," Econometric Theory 25, 2009, 891-900 (with P C B Phillips and A M R Taylor).
"Corrigendum to 'Testing for Unit Roots with Flow Data and Varying Sampling Frequency' [Journal of Econometrics 119(1) (2004) 1-18]," Journal of Econometrics 144, 2008, 524-525.