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subject:"Economic growth"
subject:"Schätzung"
~person:"Gil-Alaña, Luis A."
~subject:"Monte Carlo simulation"
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Economic growth
Schätzung
Monte Carlo simulation
Theorie
150
Theory
150
Time series analysis
107
Zeitreihenanalyse
107
Estimation
73
Einheitswurzeltest
41
Unit root test
41
Cointegration
39
Kointegration
39
USA
33
United States
33
Großbritannien
25
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25
fractional integration
22
Börsenkurs
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Share price
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Capital income
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long memory
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persistence
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Efficient market hypothesis
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Arbeitslosigkeit
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Konjunktur
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Unemployment
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Persistence
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Saisonale Schwankungen
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Seasonal variations
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English
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
86
Pesaran, M. Hashem
86
Acemoglu, Daron
72
Aghion, Philippe
62
Koopman, Siem Jan
60
Levine, Ross
51
Härdle, Wolfgang
49
Heckman, James J.
48
Galor, Oded
44
Marcellino, Massimiliano
44
Nijkamp, Peter
44
Hautsch, Nikolaus
43
Strulik, Holger
43
Blundell, Richard W.
42
Gupta, Rangan
42
Prettner, Klaus
42
Herwartz, Helmut
41
Turnovsky, Stephen J.
41
Basu, Susanto
40
Bretschger, Lucas
40
Tsionas, Efthymios G.
39
Timmermann, Allan
38
Afonso, António
36
Batabyal, Amitrajeet A.
36
Belzil, Christian
36
Dijk, Herman K. van
36
Kilian, Lutz
35
Kumbhakar, Subal
35
Akcigit, Ufuk
34
Berg, Gerard J. van den
34
Koop, Gary
34
Semmler, Willi
34
Pierdzioch, Christian
33
Serletis, Apostolos
33
Durlauf, Steven N.
32
Easterly, William
32
Kapetanios, George
32
Rubio-Ramírez, Juan Francisco
32
Weil, David N.
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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CESifo working papers
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Economics and finance working paper series
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
82
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71
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:
72
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
73
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
74
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:
75
Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.
;
Henry, S. G. B.
-
2000
Persistent link: https://www.econbiz.de/10001470376
Saved in:
76
Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550571
Saved in:
77
Testing fractional integration with monthly data
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001400842
Saved in:
78
Evaluation of Robinson's (1994) tests in finite sample
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001395809
Saved in:
79
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:
80
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994030
Saved in:
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