//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Haldrup, Niels"
subject:"Time series analysis"
~person:"Gil-Alaña, Luis A."
~subject:"United Kingdom"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
United Kingdom
Theorie
84
Theory
84
Zeitreihenanalyse
58
Estimation
39
Schätzung
39
Cointegration
20
Einheitswurzeltest
20
Kointegration
20
Unit root test
20
Fractional integration
15
USA
13
United States
13
Estimation theory
10
Schätztheorie
10
Capital income
9
Kapitaleinkommen
9
Großbritannien
8
Long memory
8
Persistence
8
fractional integration
8
long memory
8
Börsenkurs
7
Share price
7
Volatility
7
Volatilität
7
Kaufkraftparität
6
Purchasing power parity
6
Arbeitslosigkeit
5
Mean reversion
5
Unemployment
5
Business cycle
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Konjunktur
4
Mean Reversion
4
Nichtlineare Regression
4
Nonlinear regression
4
Saisonale Schwankungen
4
more ...
less ...
Online availability
All
Undetermined
22
Free
2
Type of publication
All
Article
Book / Working Paper
86
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Rezension
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
61
Author
All
Haldrup, Niels
Gil-Alaña, Luis A.
Franses, Philip Hans
59
Phillips, Peter C. B.
55
Mills, Terence C.
31
Perron, Pierre
30
Lütkepohl, Helmut
29
Taylor, Robert
28
Koopman, Siem Jan
27
Caporale, Guglielmo Maria
26
Hendry, David F.
26
Granger, C. W. J.
25
Harvey, Andrew C.
25
Koop, Gary
25
Leybourne, Stephen James
25
Pesaran, M. Hashem
25
Ghysels, Eric
22
Hassler, Uwe
22
Hecq, Alain W. J.
22
Teräsvirta, Timo
22
Hall, Stephen G.
21
Newbold, Paul
21
Clements, Michael P.
20
McAleer, Michael
20
Blundell, Richard W.
19
Hong, Yongmiao
19
Swanson, Norman R.
19
Moosa, Imad A.
18
Peel, David
18
Petropoulos, Fotios
18
Herwartz, Helmut
17
Hyndman, Rob J.
17
MacDonald, Ronald
17
Proietti, Tommaso
17
Stock, James H.
17
Taylor, Mark P.
17
Assimakopoulos, V.
16
Engle, Robert F.
16
Johansen, Søren
16
Peña, Daniel
16
more ...
less ...
Published in...
All
Applied economics
7
Applied economics letters
6
Oxford bulletin of economics and statistics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Economic modelling
2
Economics letters
2
Empirica : journal of european economics
2
Energy economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied econometrics and international development
1
Applied financial economics
1
Applied financial economics letters
1
Econometric theory
1
European review of economics and finance
1
Finance research letters
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of finance & economics : IJFE
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of forecasting
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of time series econometrics
1
Practical issues in cointegration analysis
1
Recherches économiques de Louvain
1
Research in international business and finance
1
Statistical papers
1
The North American journal of economics and finance : a journal of financial economics studies
1
The economic journal : the journal of the Royal Economic Society
1
The empirical economics letters : a monthly international journal of economics
1
Topics in macroeconomics
1
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
10
of
61
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
4
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
5
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
6
Persistence in commodity prices
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
Saved in:
7
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
Saved in:
8
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
9
Modeling US historical time-series prices and inflation using alternative long-memory approaches
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1491-1511
Persistent link: https://www.econbiz.de/10012219614
Saved in:
10
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->