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person:"Kapetanios, George"
~person:"Gil-Alaña, Luis A."
~subject:"Structural break"
~subject:"Zeitreihenanalyse"
~type:"article"
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Structural break
Zeitreihenanalyse
Time series analysis
204
Estimation
87
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87
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56
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56
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42
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42
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Kapetanios, George
Gil-Alaña, Luis A.
Phillips, Peter C. B.
91
Franses, Philip Hans
82
Gupta, Rangan
78
Caporale, Guglielmo Maria
61
Taylor, Robert
59
Leybourne, Stephen James
53
Koopman, Siem Jan
49
Teräsvirta, Timo
49
Perron, Pierre
48
Moosa, Imad A.
47
Tiwari, Aviral Kumar
47
Harvey, Andrew C.
45
Lütkepohl, Helmut
43
Mills, Terence C.
42
Chang, Tsangyao
41
Hendry, David F.
41
McAleer, Michael
39
Koop, Gary
37
Harvey, David I.
34
Granger, C. W. J.
33
Hassler, Uwe
33
Newbold, Paul
32
Ghysels, Eric
31
Stock, James H.
29
Proietti, Tommaso
28
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27
Hecq, Alain W. J.
27
Hong, Yongmiao
27
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26
Bahmani-Oskooee, Mohsen
25
Gao, Jiti
25
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25
McElroy, Tucker
25
Robinson, Peter M.
25
Sibbertsen, Philipp
25
Swanson, Norman R.
25
Clements, Michael P.
24
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Applied economics
17
Applied economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Tourism economics : the business and finance of tourism and recreation
6
Finance research letters
5
Journal of forecasting
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of finance & economics : IJFE
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Oxford bulletin of economics and statistics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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3
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International journal of forecasting
3
International review of economics & finance : IREF
3
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African journal of economic and sustainable development
2
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2
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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91
Modeling the degree of persistence in Croatian tourism
Gil-Alaña, Luis A.
;
Mervar, Andrea
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
22
(
2016
)
3
,
pp. 655-664
Persistent link: https://www.econbiz.de/10011711760
Saved in:
92
Do sunspot numbers cause global temperatures? : evidence from a frequency domain causality test
Gupta, Rangan
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 798-808
Persistent link: https://www.econbiz.de/10010512114
Saved in:
93
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
94
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
95
The Kenyan stock market : inefficiency, long memory, persistence and anomalies in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
African journal of economic and sustainable development
4
(
2015
)
3
,
pp. 254-277
Persistent link: https://www.econbiz.de/10011440196
Saved in:
96
Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.
;
Gil-Alaña, Luis A.
;
Faria, João Ricardo
- In:
The South African journal of economics
83
(
2015
)
4
,
pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
Saved in:
97
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
98
Fractional integration and structural breaks in bank share prices in Nigeria
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Adepoju, Adedayo A.
- In:
Review of development finance
5
(
2015
)
1
,
pp. 13-23
Persistent link: https://www.econbiz.de/10011447216
Saved in:
99
Trends and cycles in historical gold and silver prices
Gil-Alaña, Luis A.
;
Aye, Goodness C.
;
Gupta, Rangan
- In:
Journal of international money and finance
58
(
2015
),
pp. 98-109
Persistent link: https://www.econbiz.de/10011478242
Saved in:
100
Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Energy economics
52
(
2015
)
1
,
pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
Saved in:
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