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person:"Gil-Alaña, Luis A."
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Herwartz, Helmut"
~person:"Jumah, Adusei"
~person:"Kunst, Robert M."
~person:"Stock, James H."
~subject:"Aktienmarkt"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Time series analysis"
~subject:"fractional integration"
~type_genre:"Non-commercial literature"
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Aktienmarkt
Einheitswurzeltest
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fractional integration
Estimation
20
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20
Theorie
12
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Gil-Alaña, Luis A.
Herwartz, Helmut
Jumah, Adusei
Kunst, Robert M.
Stock, James H.
Härdle, Wolfgang
6
Breitung, Jörg
5
Saikkonen, Pentti
4
Caporale, Guglielmo Maria
3
Lanne, Markku
3
Lütkepohl, Helmut
3
Brüggemann, Ralf
2
Candelon, Bertrand
2
Wolters, Jürgen
2
Yang, Lijian
2
Choi, In
1
Cybakov, Aleksandr B.
1
Feldmann, David
1
Fengler, Matthias
1
Grammig, Joachim
1
Gómez, Víctor
1
Hafner, Christian M.
1
Hahn, Elke
1
Hall, Peter
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Henry, S. G. B.
1
Hoffmann, M.
1
Holtemöller, Oliver
1
Kleinow, Torsten
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Lepskii, Oleg V.
1
Maurer, Kai-Oliver
1
Mercurio, Danilo
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Müller, Christian
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Müller, Marlene
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Nielsen, Hannah
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Park, Byeong U.
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Spokojnyj, Vladimir G.
1
Trenkler, Carsten
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
CESifo working papers
44
Economics and finance working paper series
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
Discussion papers of interdisciplinary research project 373
13
IHS economics series : working paper
8
Reihe Ökonomie
8
EUI working paper / ECO
4
Economics working paper
4
Department of Economics working papers
2
Discussion paper series / IZA
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / Department of Economics, University of Vienna
2
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
1
Department of Economics working paper series
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Discussion papers / The Centre for International Macroeconomics
1
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1
ERC working papers in economics
1
Econometric Institute research papers
1
Forschungsbericht / Institut für Höhere Studien und Wissenschaftliche Forschung, Wien
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GLO discussion paper
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Koç University - TÜSİAD Economic Research Forum working paper series
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ECONIS (ZBW)
13
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1
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
2
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
3
Unit and fractional roots in the presence of abrupt changes with an application to Brazilian inflation rate
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10014461170
Saved in:
4
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
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
Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550571
Saved in:
9
Testing the purchasing power parity in pooled systems of error correction models
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2000
Persistent link: https://www.econbiz.de/10001528178
Saved in:
10
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
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