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~person:"Gil-Alaña, Luis A."
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Einheitswurzeltest
78
Unit root test
78
Time series analysis
47
Zeitreihenanalyse
47
Theorie
41
Theory
41
Estimation
35
Schätzung
35
Cointegration
29
Kointegration
29
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25
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25
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16
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16
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13
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9
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78
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Gil-Alaña, Luis A.
Phillips, Peter C. B.
103
Chang, Tsangyao
86
Taylor, Robert
78
Narayan, Paresh Kumar
69
Westerlund, Joakim
51
Caporale, Guglielmo Maria
50
Su, Chi-Wei
49
Leybourne, Stephen James
43
Harvey, David I.
39
Lee, Junsoo
34
Nielsen, Morten Ørregaard
34
Chang, Hsu-Ling
33
Smyth, Russell
33
Kapetanios, George
30
Wagner, Martin
29
Rodrigues, Paulo M. M.
28
Breitung, Jörg
26
Lütkepohl, Helmut
26
Pesaran, M. Hashem
26
Bahmani-Oskooee, Mohsen
25
Ramírez, Miguel D.
25
Saikkonen, Pentti
25
Cavaliere, Giuseppe
23
Jansson, Michael
23
Omay, Tolga
23
Perron, Pierre
23
Lopez, Claude
22
Cook, Steven
20
Lee, Chien-chiang
20
Ranjbar, Omid
20
Shin, Yongcheol
20
Elliott, Graham
19
Haldrup, Niels
19
Hassler, Uwe
19
Kunst, Robert M.
19
Lanne, Markku
19
Papell, David H.
19
Österholm, Pär
19
Popp, Stephan
18
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9
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
9
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4
Economics and finance working paper series
4
Empirica : journal of european economics
4
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3
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3
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2
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European review of economics and finance
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
Journal of forecasting
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Research memorandum / METEOR
2
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics letters
1
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1
Business fluctuations and cycles
1
Canadian journal of agricultural economics : CJAE
1
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1
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1
German economic review
1
IHS economics series : working paper
1
Inflation : roles, targeting, and dynamics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of applied economics
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Journal of economics and finance
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Journal of the Japanese and international economies : an international journal ; JJIE
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
78
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51
Seasonal and long-run fractional integration in the industrial production indexes of some Latin American countries
Candelon, Bertrand
;
Gil-Alaña, Luis A.
- In:
Journal of policy modeling : JPMOD ; a social science …
26
(
2004
)
3
,
pp. 301-313
Persistent link: https://www.econbiz.de/10002117504
Saved in:
52
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
53
Testing of unit root cycles in the Swedish economy
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
31
(
2004
)
4
,
pp. 333-344
Persistent link: https://www.econbiz.de/10002489101
Saved in:
54
Testing for seasonal fractional roots in German real output
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
German economic review
5
(
2004
)
3
,
pp. 319-333
Persistent link: https://www.econbiz.de/10003356291
Saved in:
55
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:
56
Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.
;
Henry, S. G. B.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
2
,
pp. 220-239
Persistent link: https://www.econbiz.de/10001822061
Saved in:
57
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:
58
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:
59
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
60
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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