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A fractional multivariate long memory model for the US and the Canadian real output. Economics Letters, 81 (3): 355--359 (декабря 2003)Testing Stochastic Cycles in Macroeconomic Time Series. Journal of Time Series Analysis, 22 (4): 411--430 (182 07 2001)doi: 10.1111/1467-9892.00233.Fractional integration in daily stock market indexes. Review of Financial Economics, 15 (1): 28--48 (2006)A re-examination of historical real daily wages in England: 1260-1994. Journal of Policy Modeling, 27 (7): 829--838 (октября 2005)Testing of unit root and other nonstationary hypotheses in macroeconomic time series, и . Journal of Econometrics, 80 (2): 241--268 (октября 1997)Testing of seasonal integration and cointegration with fractionally integrated techniques: An application to the Danish labour demand. Economic Modelling, 25 (2): 326--339 (марта 2008)Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries, и . Journal of Policy Modeling, 26 (3): 301--313 (апреля 2004)A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach, , и . Journal of Banking & Finance, 29 (10): 2633--2654 (октября 2005)