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~person:"Audretsch, David B."
~person:"Currie, Janet M."
~person:"Gil-Alaña, Luis A."
~person:"Jorgenson, Dale Weldeau"
~subject:"Einheitswurzeltest"
~type:"article"
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Einheitswurzeltest
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Audretsch, David B.
Currie, Janet M.
Gil-Alaña, Luis A.
Jorgenson, Dale Weldeau
Caporale, Guglielmo Maria
7
Murthy, Vasudeva N. R.
5
Payne, James E.
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ECONIS (ZBW)
14
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1
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:
2
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
Saved in:
3
Persistence, long memory, and unit roots in commodity prices
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Perez …
- In:
Canadian journal of agricultural economics : CJAE
60
(
2012
)
4
,
pp. 451-468
Persistent link: https://www.econbiz.de/10009687939
Saved in:
4
Testing of unit root cycles in US macroeconomic series
Gil-Alaña, Luis A.
- In:
Business fluctuations and cycles
,
(pp. 171-192)
.
2008
Persistent link: https://www.econbiz.de/10003854129
Saved in:
5
Is the US inflation rate a persistent variable?
Gil-Alaña, Luis A.
- In:
Inflation : roles, targeting, and dynamics
,
(pp. 151-162)
.
2008
Persistent link: https://www.econbiz.de/10003944693
Saved in:
6
Trade balance and exchange rate : unit roots, co-integration and long memory in the US and the UK
Gil-Alaña, Luis A.
;
Luqui, Natalia
;
Cuñado …
- In:
Economic notes : economic review of Banca Monte dei …
37
(
2008
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10003712973
Saved in:
7
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
35
(
2008
)
3
,
pp. 241-253
Persistent link: https://www.econbiz.de/10003726470
Saved in:
8
Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Advances in quantitative analysis of finance and …
5
(
2007
),
pp. 23-50
Persistent link: https://www.econbiz.de/10003575276
Saved in:
9
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
Saved in:
10
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
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