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~subject:"Kointegration"
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Kointegration
Zeitreihenanalyse
466
Time series analysis
451
Schätzung
332
Estimation
314
fractional integration
284
USA
242
Theorie
235
Theory
227
United States
223
Cointegration
155
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136
persistence
136
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134
long memory
129
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119
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119
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119
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118
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114
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110
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109
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106
Structural break
102
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99
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94
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88
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83
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78
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73
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67
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67
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66
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66
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65
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65
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63
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65
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160
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Gil-Alaña, Luis A.
148
Caporale, Guglielmo Maria
100
Carcel, Hector
17
Cuñado Eizaguirre, Juncal
7
Gupta, Rangan
7
Yaya, OlaOluwa S.
7
Gil-Alana, Luis A.
6
Abakah, Emmanuel Joel Aikins
5
Barros, Carlos Pestana
5
Henry, S. G. B.
4
You, Kefei
4
Abbritti, Mirko
3
Dios Mazariegos, José Javier
3
Furuoka, Fumitaka
3
Moreno, Antonio
3
Mudida, Robert
3
Orlando, C.
3
Orlando, C. James
3
Poza, Carlos
3
Claudio-Quiroga, Gloria
2
Dettoni, Robinson
2
Malmierca-Ordoqui, Maria
2
Monge, Manuel
2
Abu, Nurudeen
1
Adewuyi, Adeolu O.
1
Ajao, Isaac O.
1
Akinsomi, Omokolade
1
André, Christophe
1
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1
Balparda, Borja
1
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1
Bermejo Muñoz, Lorenzo
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1
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1
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1
Cristobal, Enrique
1
Faria, João Ricardo
1
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1
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1
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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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CESifo working papers
18
Economics and finance working paper series
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
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9
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8
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7
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6
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5
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3
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3
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3
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3
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1
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
154
EconStor
6
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The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and cointegration
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Energy economics
46
(
2014
),
pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Saved in:
2
Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Energy economics
52
(
2015
)
1
,
pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
Saved in:
3
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
Saved in:
4
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
5
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
6
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
7
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
8
Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470256
Saved in:
9
Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
4
,
pp. 517-529
Persistent link: https://www.econbiz.de/10001776839
Saved in:
10
Unemployment and real oil prices in Australia : a fractionally cointegrated approach
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 201-204
Persistent link: https://www.econbiz.de/10001748959
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