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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Economics and finance working paper series"
~person:"Gil-Alaña, Luis A."
~subject:"Einheitswurzeltest"
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Forecasting model
United States
Einheitswurzeltest
Estimation
33
Schätzung
33
Time series analysis
25
Zeitreihenanalyse
25
fractional integration
14
Cointegration
13
Kointegration
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USA
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8
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Theory
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fractional cointegration
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Aktienmarkt
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Nonlinear regression
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Share price
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Stock market
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Volatility
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Volatilität
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long memory
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Africa
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Afrika
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Exchange rate
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Fractional integration
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Inflation
3
Inflation rate
3
Inflationsrate
3
Multivariate Analyse
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English
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
20
Cuñado Eizaguirre, Juncal
2
Ali, Faek Menla
1
Aliakbari, Saeideh
1
Balparda, Borja
1
Canepa, Alessandra
1
Chini, Emilio Zanetti
1
Ciferri, Davide
1
Costantini, Mauro
1
Gil-Alana, Luis A.
1
Girardi, Alessandro
1
González Pérez, María de la O
1
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1
Hanck, Christoph
1
Hoffmann, Linda
1
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1
Härdle, Wolfgang
1
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1
Moro, Russ
1
Orlando, C. James
1
Paradiso, Antonio
1
Poza, Carlos
1
Skinner, Frank S.
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Teterkina, Daria
1
You, Kefei
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Economics and finance working paper series
CESifo working papers
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9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
6
Applied economics letters
4
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Department of Economics working papers
2
International journal of finance & economics : IJFE
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Oxford bulletin of economics and statistics
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2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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ECONIS (ZBW)
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1
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
3
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
4
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
5
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
6
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527201
Saved in:
7
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
8
Persistence and cycles in the US federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672480
Saved in:
9
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
Saved in:
10
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
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