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~person:"Gil-Alaña, Luis A."
~subject:"Time series analysis"
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Time series analysis
USA
160
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84
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81
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49
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
68
Gupta, Rangan
34
Stock, James H.
34
Watson, Mark W.
31
Koopman, Siem Jan
27
Franses, Philip Hans
25
Miller, Stephen M.
18
Pesaran, M. Hashem
17
Piger, Jeremy Max
17
Crespo Cuaresma, Jesús
16
Lanne, Markku
16
Dijk, Dick van
15
Dijk, Herman K. van
15
Cuñado Eizaguirre, Juncal
14
Diebold, Francis X.
14
Engle, Robert F.
13
Gil-Alana, Luis A.
13
Kapetanios, George
13
Potter, Simon M.
13
Swanson, Norman R.
13
Timmermann, Allan
13
Bollerslev, Tim
12
Camacho, Maximo
12
Canova, Fabio
12
Kim, Chang-jin
12
Harvey, Andrew C.
11
Hautsch, Nikolaus
11
Marcellino, Massimiliano
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Peel, David
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10
Härdle, Wolfgang
10
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10
Lucas, André
10
Paap, Richard
10
Ravazzolo, Francesco
10
Schorfheide, Frank
10
Blazsek, Szabolcs
9
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9
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Economics and finance working paper series
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6
Applied economics letters
5
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4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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3
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2
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2
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
84
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31
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:
32
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
33
Retail sales : persistence in the short-term and long-term dynamics
Gil-Alaña, Luis A.
;
Barros, Carlos Pestana
;
Assaf, A. …
- In:
IMA journal of management mathematics
25
(
2014
)
3
,
pp. 367-386
Persistent link: https://www.econbiz.de/10010388774
Saved in:
34
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
35
Mean reversion in the US treasury constant maturity rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428293
Saved in:
36
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
Saved in:
37
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428302
Saved in:
38
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.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
39
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391466
Saved in:
40
Fractional integration and impulse responses : a bivariate application to real output in the US and the Scandinavian countries
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391559
Saved in:
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