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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~person:"Gil-Alaña, Luis A."
~source:"econis"
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Time series analysis
United States
Estimation
22
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22
Zeitreihenanalyse
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fractional integration
10
Theorie
7
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7
Cointegration
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long memory
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Gil-Alaña, Luis A.
Moosa, Imad A.
11
Bahmani-Oskooee, Mohsen
8
Gupta, Rangan
8
Chang, Tsangyao
7
Caporale, Guglielmo Maria
6
Tiwari, Aviral Kumar
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Goel, Rajeev K.
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Omay, Tolga
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3
Acharya, Ram N.
2
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2
Arnade, Carlos Anthony
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2
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2
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2
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Applied economics letters
Applied economics
CESifo working papers
36
Economics and finance working paper series
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
7
EUI working paper / ECO
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
1
Applied econometrics and international development
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Asian Journal of Empirical Research
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1
Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
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1
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1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
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:
3
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:
4
Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession
Awe, Olushina Olawale
;
Gil-Alaña, Luis A.
- In:
Applied economics
51
(
2019
)
50
,
pp. 5482-5489
Persistent link: https://www.econbiz.de/10012197247
Saved in:
5
Unemployment rate cycles in Europe
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 136-139
Persistent link: https://www.econbiz.de/10011703977
Saved in:
6
Fractional integration and nonlinear deterministic trends in the analysis of time series data
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 991-994
Persistent link: https://www.econbiz.de/10011716504
Saved in:
7
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
8
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.
;
Gupta, Rangan
;
Perez de Gracia, …
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
Saved in:
9
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
10
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
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