Contributions to Consumer Demand and Econometrics: Essays in Honour of Henri Theil (co-edited with Tran Van Hoa). Macmillan: London, 1992.

Allocation Models: Specification, Estimation and Applications. Ballinger: Cambridge, 1986.

Selected Journal Articles

A Hybrid Forecasting Approach for Piece-wise Stationary Time Series (with M Yang), Journal of Forecasting, 25, 513-527, 2007.

Tests for Cointegration Based on Canonical Correlation Analysis (with M. Yang), Journal of the American Statistical Association 90, 990-996, 1995.

Comparison of Box-Tiao and Johansen Canonical Estimators of Cointegrating Vectors in VEC(1) Models (with D. Orden, M. Yang and L. Fisher), Journal of Econometrics, 64, 3-27, 1994.

Why Are Long-Run Parameter Estimates So Disparate? (with D. Fiebig), Review of Economics and Statistics 72, 345-9, 1990.

The Direct Estimation of the Equilibrium Response in a Linear Dynamic Model, Economics Letters 3, 357-361, 1979.