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On the autoregressive fractional unit integrated moving average (ARFUIMA) process
Shittu, Olanrewaju I.; Yaya, OlaOluwa S. - In: Asian African journal of economics and econometrics 12 (2012) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10010097082
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The dynamic behaviour of unemployment in Australia : a fractionally integrated approach
Gil-Alana, Luis A. - In: International journal of applied economics and … 21 (2013) 4, pp. 23-36
Persistent link: https://www.econbiz.de/10010147578
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Seasonal monthly fractional integration in the UK unemployment
Gil-Alana, Luis A. - In: The Icfai University journal of applied economics 8 (2009) 1, pp. 81-96
Persistent link: https://www.econbiz.de/10009048465
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A univariate analysis of unemployment and inflation in Italy : a fractionally integrated approach
Gil-Alana, Luis A. - In: Brazilian review of econometrics : the review of the … 23 (2003) 2, pp. 227-254
Persistent link: https://www.econbiz.de/10009084431
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Testing the order of integration of the UK unemployment
Gil-Alana, Luis A. - In: Applied econometrics and international development 2 (2002) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10009879351
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Generalized fractional time series modelling of the relationship between consumption and income in the UK
Gil-Alana, Luis A. - In: Applied econometrics and international development 3 (2003) 1, pp. 103-112
Persistent link: https://www.econbiz.de/10009879359
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Unit and fractional roots with deterministic trends in the UK output
Gil-Alana, Luis A. - In: International advances in economic research : IAER ; an … 8 (2002) 4, pp. 348-356
Persistent link: https://www.econbiz.de/10009955343
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Lond memory in the interest rates in some Asian countries
Gil-Alana, Luis A. - In: International advances in economic research : IAER ; an … 9 (2003) 4, pp. 257-267
Persistent link: https://www.econbiz.de/10009955382
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The permanent income hypothesis : a new framework based on fractional integration and cointegration
Gil-Alana, Luis A. - In: International advances in economic research : IAER ; an … 10 (2004) 3, pp. 165-179
Persistent link: https://www.econbiz.de/10009955401
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Government expenditures and revenues : evidence of fractional cointegration in an asymmetric modeling
Gil-Alana, Luis A. - In: International advances in economic research : IAER ; an … 15 (2009) 2, pp. 143-155
Persistent link: https://www.econbiz.de/10009955559