Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"fractional integration."
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
fractional integration
504
Zeitreihenanalyse
330
Time series analysis
312
Fractional integration
304
Schätzung
213
Estimation
195
long memory
169
persistence
126
Theorie
124
Theory
111
Kointegration
97
Cointegration
95
Fractional Integration
92
Long memory
90
USA
71
ARMA-Modell
67
Volatility
67
ARMA model
66
Persistence
65
Volatilität
64
Einheitswurzeltest
59
Strukturbruch
59
Unit root test
58
Schätztheorie
55
Estimation theory
54
Großbritannien
54
Structural break
53
Aktienmarkt
51
Stock market
51
United Kingdom
51
United States
50
Inflation
49
fractional cointegration
45
Börsenkurs
42
Long Memory
40
Share price
39
EU-Staaten
36
Unemployment
35
Welt
35
World
35
more ...
less ...
Online availability
All
Free
643
Undetermined
243
CC license
13
Type of publication
All
Book / Working Paper
598
Article
374
Other
1
Type of publication (narrower categories)
All
Working Paper
325
Article in journal
242
Aufsatz in Zeitschrift
242
Graue Literatur
149
Non-commercial literature
149
Arbeitspapier
147
Article
13
research-article
6
Hochschulschrift
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Sammlung
1
Thesis
1
technical-paper
1
more ...
less ...
Language
All
English
708
Undetermined
258
German
3
Hungarian
1
Lithuanian
1
Russian
1
Spanish
1
more ...
less ...
Author
All
Caporale, Guglielmo Maria
300
Gil-Alaña, Luis A.
297
Gil-Alana, Luis A.
109
Nielsen, Morten Ørregaard
43
Plastun, Alex
25
Carcel, Hector
24
Gil-Alana, Luis Alberiko
20
Gupta, Rangan
20
Sibbertsen, Philipp
20
Abakah, Emmanuel Joel Aikins
18
Gil-Alana, Luis
17
Ozdemir, Zeynel Abidin
17
Lovcha, Yuliya
16
Cuestas, Juan Carlos
15
Ooms, Marius
15
You, Kefei
15
Koopman, Siem Jan
14
Nautz, Dieter
14
Poza, Carlos
14
McAleer, Michael
13
Coleman, Simeon
12
Johansen, Søren
12
Barros, Carlos Pestana
11
Cavaliere, Giuseppe
11
Tansel, Aysit
11
Taylor, Robert
11
Yaya, OlaOluwa S.
11
Balcilar, Mehmet
10
Caporale, GM
10
Chang, Chia-Lin
10
Hassler, Uwe
10
Infante, Juan
10
Gil-Alana, LA
9
Lucas, André
9
Meller, Barbara
9
Monge González, Manuel
9
Shimotsu, Katsumi
9
Trani, Tommaso
9
Bos, Charles S.
8
Canarella, Giorgio
8
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
25
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
16
CESifo
15
Economics Department, Queen's University
13
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
13
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
Cowles Foundation for Research in Economics, Yale University
7
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
6
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
6
Nottingham Trent University, Nottingham Business School, Economics Division
6
Department of Economics, Faculty of Economic and Management Sciences
5
EconWPA
5
Erasmus University Rotterdam, Econometric Institute
5
HAL
5
Tinbergen Instituut
5
Department of Economics and Business, Universitat Pompeu Fabra
4
Department of Economics, University of Sheffield
4
School of Economics and Business Administration, University of Navarra
4
Tinbergen Institute
4
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
4
Department of Economics and Finance, College of Business and Economics
3
Department of Economics, Boston University
3
Department of Economics, Management School
3
Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin
3
Facultat d'Economia i Empresa, Universitat de Barcelona
3
Instituto Valenciano de Investigaciones Económicas (IVIE)
3
London School of Economics (LSE)
3
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
3
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
3
Bank of Japan
2
Barcelona Graduate School of Economics (Barcelona GSE)
2
Departamento de Economía, Pontificia Universidad Católica del Perú
2
Department of Economics, Boston College
2
Department of Economics, Rutgers University-New Brunswick
2
Department of Economics, University of Birmingham
2
Econometric Society
2
European Central Bank
2
HWWA Institut für Wirtschaftsforschung
2
Institute for the Study of Labor (IZA)
2
Institute of Economic Research, Kyoto University
2
more ...
less ...
Published in...
All
CESifo Working Paper
73
CESifo working papers
61
Economics and finance working paper series
30
DIW Discussion Papers
28
Applied economics
19
CREATES Research Papers
17
Discussion Papers of DIW Berlin
16
Queen's Economics Department Working Paper
16
CESifo Working Paper Series
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
SFB 373 Discussion Paper
13
SFB 373 Discussion Papers
13
Working Papers / Economics Department, Queen's University
13
MPRA Paper
11
Economics letters
10
Studies in Nonlinear Dynamics & Econometrics
10
Empirical Economics
9
Tinbergen Institute Discussion Papers
9
Applied economics letters
8
Economics Working Papers / School of Economics and Management, University of Aarhus
8
Finance research letters
8
Physica A: Statistical Mechanics and its Applications
8
Research in international business and finance
8
Cowles Foundation Discussion Papers
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Hannover Economic Papers (HEP)
7
International journal of finance & economics : IJFE
7
Journal of econometrics
7
Discussion paper / Tinbergen Institute
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Econometric Institute Research Papers
6
SSE/EFI Working Paper Series in Economics and Finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Tinbergen Institute Discussion Paper
6
Working Paper
6
Working Papers / Nottingham Trent University, Nottingham Business School, Economics Division
6
Working Papers in Economics
6
Econometric Institute Report
5
Econometric reviews
5
more ...
less ...
Source
All
ECONIS (ZBW)
393
RePEc
366
EconStor
191
BASE
15
Other ZBW resources
7
USB Cologne (business full texts)
1
Showing
311
-
320
of
973
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
311
Testing Okun's Law : theoretical and empirical considerations using
fractional
integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
312
Measuring the degree of persistence in the U.S. economic policy uncertainty index
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
27
(
2020
)
10
,
pp. 831-835
Persistent link: https://www.econbiz.de/10012266923
Saved in:
313
Modelling long-range dependence and non-linearity in the infant mortality rates of African countries
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012415228
Saved in:
314
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
315
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
316
Reviewing monetary policy inertia and its effects : the
fractional
integration
approach for an emerging economy
Moreira, Ricardo Ramalhete
;
Monte, Edson Zambon
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 34-41
Persistent link: https://www.econbiz.de/10012431139
Saved in:
317
The economic importance of rare earth elements volatility forecasts
Proelss, Juliane
;
Schweizer, Denis
;
Seiler, Volker
- In:
International review of financial analysis
71
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012435747
Saved in:
318
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
319
Are central bankers inflation nutters? : an MCMC estimator of the long-memory üarameter in a state space model
Andersson, Fredrik N. G.
;
Li, Yushu
- In:
Computational economics
55
(
2020
)
2
,
pp. 529-549
Persistent link: https://www.econbiz.de/10012223649
Saved in:
320
Public finances in the EU-27 : are they sustainable?
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Empirica : journal of european economics
47
(
2020
)
1
,
pp. 181-204
Persistent link: https://www.econbiz.de/10012224176
Saved in:
First
Prev
27
28
29
30
31
32
33
34
35
36
37
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
