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person:"Gil-Alaña, Luis A."
~isPartOf:"EUI working paper / ECO"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Herwartz, Helmut"
~person:"Stock, James H."
~person:"Suresh, K. G."
~person:"Tiwari, Aviral Kumar"
~subject:"Banking stocks"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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Banking stocks
Cointegration
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Estimation
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Zeitreihenanalyse
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Purchasing power parity
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Gil-Alaña, Luis A.
Herwartz, Helmut
Stock, James H.
Suresh, K. G.
Tiwari, Aviral Kumar
Brüggemann, Ralf
1
Fernandes, Marcelo
1
Grammig, Joachim
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Johansen, Søren
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Jordà, Òscar
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Jusélius, Katarina
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Knüppel, Malte
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Lütkepohl, Helmut
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Maravall Herrero, Agustín
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EUI working paper / ECO
The empirical economics letters : a monthly international journal of economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
CESifo working papers
39
Economics and finance working paper series
32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Discussion papers of interdisciplinary research project 373
12
Economics working paper
4
Department of Economics working papers
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Working paper / National Bureau of Economic Research, Inc.
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Working papers / University of Connecticut, Department of Economics
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Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
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ERC working papers in economics
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GLO discussion paper
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HWWI research paper
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International finance discussion papers
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Koç University - TÜSİAD Economic Research Forum working paper series
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ECONIS (ZBW)
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Fractional integration in the purchasing power parity
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994027
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2
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.
;
Robinson, Peter M.
-
1998
Persistent link: https://www.econbiz.de/10000994028
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3
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994030
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4
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994031
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