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~subject:"Time series analysis"
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Time series analysis
Zeitreihenanalyse
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fractional integration
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Gil-Alaña, Luis A.
433
Caporale, Guglielmo Maria
241
Cuñado Eizaguirre, Juncal
22
Gupta, Rangan
20
Carcel, Hector
18
Plastun, Alex
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Barros, Carlos Pestana
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ECONIS (ZBW)
437
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1
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:
2
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
3
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
4
Testing fractional integration with monthly data
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001400842
Saved in:
5
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
Saved in:
6
Semiparametric estimation of the fractional differencing parameter in the UK industrial production index
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001373099
Saved in:
7
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
8
A joint test of fractional cyclic integration and a linear time trend
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597001
Saved in:
9
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
Saved in:
10
Long memory in financial time series data with non-Gaussian disturbances
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10001769123
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