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~language:"eng"
~person:"Gil-Alaña, Luis A."
~subject:"Time series analysis"
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Time series analysis
Zeitreihenanalyse
166
Estimation
135
Schätzung
135
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83
United States
83
Theorie
76
Theory
76
Cointegration
56
Kointegration
56
fractional integration
54
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45
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45
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39
Strukturbruch
39
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38
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34
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persistence
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
88
Phillips, Peter C. B.
76
Gupta, Rangan
75
Franses, Philip Hans
68
Teräsvirta, Timo
58
Johansen, Søren
53
McAleer, Michael
52
Kunst, Robert M.
44
Nielsen, Morten Ørregaard
41
Granger, C. W. J.
36
Harvey, Andrew C.
36
Swanson, Norman R.
36
Pesaran, M. Hashem
33
Jusélius, Katarina
32
Hendry, David F.
31
Taylor, Robert
31
Tiwari, Aviral Kumar
31
Kapetanios, George
30
Mills, Terence C.
29
Haldrup, Niels
28
Miller, Stephen M.
27
Moosa, Imad A.
27
Nielsen, Bent
27
Chang, Tsangyao
26
Koop, Gary
26
Hassler, Uwe
25
Newbold, Paul
24
Robinson, Peter M.
24
Sibbertsen, Philipp
24
Dijk, Herman K. van
23
Marcellino, Massimiliano
23
Ravazzolo, Francesco
23
Shephard, Neil G.
23
Timmermann, Allan
22
Dijk, Dick van
21
Engle, Robert F.
21
Kruse, Robinson
21
Leybourne, Stephen James
21
Lux, Thomas
21
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Hamburgisches Welt-Wirtschafts-Archiv
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Economics and finance working paper series
42
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
EUI working paper / ECO
5
Applied financial economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Energy economics
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
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
Journal of economics and finance
3
European review of economics and finance
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
The South African journal of economics
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics letters
1
CESifo working papers
1
Canadian journal of agricultural economics : CJAE
1
Defence and peace economics
1
Department of Economics working paper series
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
ERC working papers in economics
1
Economia internazionale
1
Economics letters
1
HWWA discussion paper
1
IHS economics series : working paper
1
Journal of Asian economics
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of applied economics
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of sustainable finance & investment
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ECONIS (ZBW)
166
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1
Stock market indices and sustainability : a comparison between them
Dios-Alija, Teresa de
;
Río Caballero, Marta del
; …
- In:
Journal of sustainable finance & investment
14
(
2024
)
3
,
pp. 642-657
Persistent link: https://www.econbiz.de/10015053395
Saved in:
2
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012661157
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Furuoka, Fumitaka
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
6
,
pp. 2471-2499
Persistent link: https://www.econbiz.de/10015048304
Saved in:
5
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:
6
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
7
Long memory in Turkish unemployment rates
Gil-Alaña, Luis A.
;
Ozdemir, Zeynel Abidin
;
Tansel, Aysıt
-
2017
Persistent link: https://www.econbiz.de/10011736310
Saved in:
8
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
9
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
10
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:
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