"A Statistical Analysis of Wheat Price Fluctuations in England: 1685-1850," Journal of Agricultural Economics 50, 1999, 564-588 (with R. E. Bailey) (the data are available in the following formats: ASCII .CSV, GAUSS .DAT and .DHT, and STATA .DTA ).
"A Note on Modelling Seasonal Processes in Continuous Time," Journal of Time Series Analysis 20, 1999, 139-143.
"Discrete Time Representation of Stationary and Non-Stationary Continuous Time Systems," Journal of Economic Dynamics and Control 23, 1999, 619-639.
"Long Memory and Aggregation in Macroeconomic Time Series," International Economic Review 39, 1998, 1053-1072.
"The Impact of Real Wage and Mortality Fluctuations on Fertility and Nuptiality in Precensus England," Journal of Population Economics 11, 1998, 413-434 (with R. E. Bailey).
"The Estimation of Systems of Joint Differential-Difference Equations," Journal of Econometrics 85, 1998, 1-31.
"Forecasting with the Almost Ideal Demand System: Evidence from Some Alternative Dynamic Specifications," Applied Economics 29, 1997, 935-943 (with K. B. Nowman).
"A Theory of Commodity Price Fluctuations," Journal of Political Economy 104, 1996, 924-957 (with R. E. Bailey) (the unpublished technical appendix is available in PDF here).
"The Estimation of Continuous Parameter Long-Memory Time Series Models," Econometric Theory 12, 1996, 374-390.
"Fractional Integration, Trend Stationarity and Difference Stationarity: Evidence from Some U.K. Macroeconomic Time Series," Economics Letters 50, 1996, 19-24.
"Speed of Adjustment and Estimation of the Partial Adjustment Model," Applied Economics Letters 3, 1996, 21-23.