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~language:"eng"
~person:"Foss, Nicolai J."
~person:"Gil-Alaña, Luis A."
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
47
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47
Time series analysis
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USA
36
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23
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fractional integration
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Foss, Nicolai J.
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
37
McAleer, Michael
26
Franses, Philip Hans
15
Teräsvirta, Timo
15
Croux, Christophe
14
Dijk, Dick van
13
Reichlin, Lucrezia
13
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11
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11
Härdle, Wolfgang
10
Canova, Fabio
9
Koop, Gary
9
Koopman, Siem Jan
9
Nielsen, Morten Ørregaard
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Ravazzolo, Francesco
9
Benati, Luca
8
Chang, Chia-Lin
8
Gschwandtner, Adelina
8
Hecq, Alain W. J.
8
Nelson, Daniel B.
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Swanson, Norman R.
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Urbain, Jean-Pierre
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Weber, Enzo
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Billio, Monica
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Cuñado Eizaguirre, Juncal
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7
Marcellino, Massimiliano
7
Marczak, Martyna
7
Rossi, Barbara
7
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7
Caporin, Massimiliano
6
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Economics and finance working paper series
28
Tourism economics : the business and finance of tourism and recreation
6
Applied economics
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Empirica : journal of european economics
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1
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Oxford bulletin of economics and statistics
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Quarterly journal of business and economics : QJBE
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ECONIS (ZBW)
45
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1
Fractional integration and
business
cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 343-359
Persistent link: https://www.econbiz.de/10002080025
Saved in:
2
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
3
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
4
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
5
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527201
Saved in:
6
African growth, non-linearities and strong dependence : an empirical study
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527217
Saved in:
7
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
8
Modelling African inflation rates : non-linear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2014
Persistent link: https://www.econbiz.de/10010364599
Saved in:
9
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:
10
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
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