Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach.

On the invertibility of seasonally adjusted series.

Deterministic versus stochastic seasonal fractional integration and structural breaks.

Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks.

The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain.