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~person:"Gil-Alaña, Luis A."
~isPartOf:"Research memorandum / METEOR"
~isPartOf:"Applied financial economics"
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Search: subject:"Dickey-Fuller test"
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Einheitswurzeltest
3
Unit root test
3
Saisonale Schwankungen
2
Seasonal variations
2
1980-2001
1
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Aktienindex
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Gil-Alaña, Luis A.
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Research memorandum / METEOR
Applied financial economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
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ECONIS (ZBW)
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Testing persistence in the context of conditional heteroscedasticity errors
Gil-Alaña, Luis A.
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1709-1723
Persistent link: https://www.econbiz.de/10009012375
Saved in:
2
Long run, seasonal and cyclical long memory in macroeconomic time series
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2003
Persistent link: https://www.econbiz.de/10001882733
Saved in:
3
Seasonal and logic run fractional integration in the industrial production indexes of some Latin American countries
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2002
Persistent link: https://www.econbiz.de/10001720587
Saved in:
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