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Fractional integration in the purchasing power parity
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10013420177
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Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10013420178
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Nelson and Plosser revisited : evidence from fractional ARIMA models
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10013420180
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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. - 2000
Persistent link: https://www.econbiz.de/10001509586
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A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509590
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Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509600
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Testing fractional integration with monthly data
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001400842
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Estimation of fractional ARIMA models for the UK unemployment
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001400844
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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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Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001470256