Slicing up the dough - Forget the Budget, the star fiscal attraction this year will be the Spending Review. But with a general election looming, the government has to make some tough decisions on who will be the winners and losers

Fractional cointegration in stochastic volatility models

Gonçalves da Silva, Afonso, (2007)

Adapting to unknown disturbance autocorrelation in regression with long memory

Hidalgo, Javier, (2001)

Efficiency improvements in inference on stationary and nonstationary fractional time series

Robinson, Peter, (2004)