Narrow search
Showing 1 - 10 of 217
Cover Image
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
Cover Image
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509590
Cover Image
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509600
Cover Image
Testing fractional integration with monthly data
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001400842
Cover Image
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
Cover Image
Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001470256
Cover Image
Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001470380
Cover Image
A joint test of fractional cyclic integration and a linear time trend
Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001597001
Cover Image
The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models
Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001618711
Cover Image
The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models
Gil-Alaña, Luis A. - In: Applied economics 33 (2001) 10, pp. 1263-1269
Persistent link: https://www.econbiz.de/10001590553