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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Journal of applied econometrics"
~person:"Gil-Alaña, Luis A."
~subject:"Regression analysis"
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Estimation
Zeitreihenanalyse
Regression analysis
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13
Time series analysis
10
fractional integration
7
Cointegration
5
Kointegration
5
Theorie
5
Theory
5
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Gil-Alaña, Luis A.
Chang, Tsangyao
33
Su, Chi-Wei
16
Bahmani-Oskooee, Mohsen
10
Bhaskara Rao, Buddhavarapu
8
Caporale, Guglielmo Maria
8
Chang, Hsu-Ling
8
Pesaran, M. Hashem
8
Wagner, Joachim
8
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7
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7
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7
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7
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7
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6
Sosvilla-Rivero, Simón
6
Hamori, Shigeyuki
5
Koop, Gary
5
Lee, Chien-chiang
5
Liu, Yu-Shao
5
Lu, Yang-cheng
5
Pierdzioch, Christian
5
Tiwari, Aviral Kumar
5
Wohar, Mark E.
5
Zhu, Meng-Nan
5
Apergēs, Nikolaos
4
Cebula, Richard J.
4
Chong, Terence Tai-Leung
4
Clark, Todd E.
4
Herzer, Dierk
4
Hsing, Yu
4
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4
Narayan, Paresh Kumar
4
Phillips, Peter C. B.
4
Siliverstovs, Boriss
4
Yoon, Gawon
4
Averett, Susan
3
Baharumshah, Ahmad Zubaidi
3
Baltagi, Badi H.
3
Bekő, Jani
3
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Applied economics letters
Emerging markets, finance and trade : EMFT
Journal of applied econometrics
CESifo working papers
43
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Applied economics
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
9
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6
EUI working paper / ECO
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Review of development finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
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3
Finance research letters
3
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3
The South African journal of economics
3
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2
Discussion paper series / IZA
2
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2
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2
International review of financial analysis
2
Journal of economics and finance
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Oxford bulletin of economics and statistics
2
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2
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2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics
1
Applied financial economics letters
1
Asian Journal of Empirical Research
1
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1
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ECONIS (ZBW)
13
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
3
Long memory in Turkish unemployment rates
Gil-Alaña, Luis A.
;
Ozdemir, Zeynel Abidin
;
Tansel, Aysıt
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
1
,
pp. 201-217
Persistent link: https://www.econbiz.de/10012210465
Saved in:
4
Unemployment rate cycles in Europe
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 136-139
Persistent link: https://www.econbiz.de/10011703977
Saved in:
5
Fractional integration and nonlinear deterministic trends in the analysis of time series data
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 991-994
Persistent link: https://www.econbiz.de/10011716504
Saved in:
6
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
7
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:
8
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:
9
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
10
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
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