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person:"Jusélius, Katarina"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Gil-Alaña, Luis A."
~person:"Perron, Pierre"
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Time series analysis
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Jusélius, Katarina
Gil-Alaña, Luis A.
Perron, Pierre
Härdle, Wolfgang
10
Lütkepohl, Helmut
7
Saikkonen, Pentti
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Breitung, Jörg
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Lanne, Markku
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Spokojnyj, Vladimir G.
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
CESifo working papers
49
Economics and finance working paper series
42
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
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Discussion papers of interdisciplinary research project 373
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometric Research Program research memorandum
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Tourism economics : the business and finance of tourism and recreation
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Oxford bulletin of economics and statistics
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International review of financial analysis
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ECONIS (ZBW)
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Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
2
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001612100
Saved in:
3
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
4
A joint test of fractional cyclic integration and a linear time trend
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597001
Saved in:
5
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
6
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
7
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
8
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
9
A generalized fractional time series model
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550564
Saved in:
10
Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550570
Saved in:
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