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~language:"eng"
~person:"Gil-Alaña, Luis A."
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Time series analysis
Zeitreihenanalyse
178
Estimation
129
Schätzung
129
USA
77
United States
77
Cointegration
66
Kointegration
66
Theorie
64
Theory
64
Fractional integration
58
fractional integration
48
Großbritannien
43
United Kingdom
43
Börsenkurs
41
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41
Einheitswurzeltest
40
Unit root test
40
Persistence
39
Aktienmarkt
38
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38
Structural break
38
Strukturbruch
38
Long memory
34
Capital income
30
Kapitaleinkommen
30
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28
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28
persistence
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24
long memory
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20
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19
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19
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18
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178
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Gil-Alaña, Luis A.
Phillips, Peter C. B.
87
Gupta, Rangan
80
Franses, Philip Hans
75
Caporale, Guglielmo Maria
61
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
Teräsvirta, Timo
43
Harvey, Andrew C.
42
Koopman, Siem Jan
42
Chang, Tsangyao
41
McAleer, Michael
37
Koop, Gary
36
Lütkepohl, Helmut
35
Harvey, David I.
33
Mills, Terence C.
31
Hendry, David F.
30
Newbold, Paul
30
Hassler, Uwe
28
Hong, Yongmiao
27
Ghysels, Eric
26
Granger, C. W. J.
26
Hecq, Alain W. J.
26
Bahmani-Oskooee, Mohsen
25
Hyndman, Rob J.
25
Kapetanios, George
25
Linton, Oliver
25
Robinson, Peter M.
25
Herwartz, Helmut
24
Marcellino, Massimiliano
24
McElroy, Tucker
24
Peel, David
24
Swanson, Norman R.
24
Gao, Jiti
23
Johansen, Søren
23
Lucas, André
23
Xiao, Zhijie
23
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Applied economics
17
Applied economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Tourism economics : the business and finance of tourism and recreation
6
Finance research letters
5
Applied financial economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Energy economics
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Empirica : journal of european economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of economics and finance
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
CBN journal of applied statistics
2
Economic modelling
2
European review of economics and finance
2
International journal of theoretical and applied finance
2
Journal of economic studies
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Review of development finance
2
Review of financial economics : RFE
2
The South African journal of economics
2
The journal of international trade & economic development
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics letters
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Asian Journal of Empirical Research
1
Atlantic economic journal : AEJ
1
Bulletin of economic research
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Canadian journal of agricultural economics : CJAE
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ECONIS (ZBW)
178
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171
Testing of unit and fractional root cycles in macroeconomic time series
Gil-Alaña, Luis A.
- In:
European review of economics and finance
2
(
2003
)
1
,
pp. 5-21
Persistent link: https://www.econbiz.de/10001777301
Saved in:
172
Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10001724101
Saved in:
173
Unemployment and real oil prices in Australia : a fractionally cointegrated approach
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 201-204
Persistent link: https://www.econbiz.de/10001748959
Saved in:
174
Testing the order of integration of the UK unemployment
Gil-Alaña, Luis A.
- In:
Applied econometrics and international development
2
(
2002
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10003716812
Saved in:
175
A fractionally integrated exponential model for UK uneomployment
Gil-Alaña, Luis A.
- In:
Journal of forecasting
20
(
2001
)
5
,
pp. 329-340
Persistent link: https://www.econbiz.de/10001611315
Saved in:
176
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
177
The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models
Gil-Alaña, Luis A.
- In:
Applied economics
33
(
2001
)
10
,
pp. 1263-1269
Persistent link: https://www.econbiz.de/10001590553
Saved in:
178
Testing fractional integration with monthly data
Gil-Alaña, Luis A.
- In:
Economic modelling
16
(
1999
)
4
,
pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
Saved in:
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