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Further application of Narayan and Liu (2015) unit root model for trending time series
Salisu, Afees A.; Adeleke, Adegoke Ibrahim - In: Economic modelling 55 (2016), pp. 305-314
Persistent link: https://www.econbiz.de/10011642699
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - In: Economic modelling 18 (2001) 4, pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
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Testing fractional integration with monthly data
Gil-Alaña, Luis A. - In: Economic modelling 16 (1999) 4, pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
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A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques
Tule, Moses Kpughur; Salisu, Afees A.; Ebuh, Godday … - In: Economic modelling 87 (2020), pp. 225-237
Persistent link: https://www.econbiz.de/10012416444