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Econometrics Paper
Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income L A Gil-Alaña and Peter M Robinson
November 2000
Paper No' EM/2000/402:
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Tags: fractional integration; nonstationarity; seasonality

Econometrics Paper
Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series - (Now published in 'Journal of Econometrics', 80, 1997, pp.241-268.) L A Gil-Alaña and Peter M Robinson December 1996
Paper No' EM/1996/317:
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Tags: nonstationarity; macroeconomic time series; fractional integration

Econometrics Paper
The Multivariate Invariance Principle for Globally Nonstationary Processes, with an Application to I(2) Models James Davidson  1993
Paper No' EM/1993/262:
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Tags: multivariate invariance principle; dependent processes; trending variances; global nonstationarity; gaussian diffusion process; stochastic integrals; integrated variables.