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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Dreger, Christian"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~subject:"Großbritannien"
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Estimation
Zeitreihenanalyse
Großbritannien
Schätzung
16
Time series analysis
12
fractional integration
9
Cointegration
5
Kointegration
5
Theorie
5
Theory
5
USA
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16
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16
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16
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Dreger, Christian
Gil-Alaña, Luis A.
Heckman, James J.
Chang, Tsangyao
37
Su, Chi-Wei
16
Gupta, Rangan
12
Afonso, António
11
Bahmani-Oskooee, Mohsen
11
Caporale, Guglielmo Maria
10
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Tiwari, Aviral Kumar
8
Wagner, Joachim
8
Huang, Ho-chuan
7
Lee, Chia-hao
7
Liu, Wen-chi
7
Wohar, Mark E.
7
Lu, Yang-cheng
6
Sosvilla-Rivero, Simón
6
Cheung, Yin-Wong
5
Hamori, Shigeyuki
5
Kanas, Angelos
5
Liu, Yu-Shao
5
Ma, Feng
5
Pierdzioch, Christian
5
Zhu, Meng-Nan
5
Apergēs, Nikolaos
4
Cebula, Richard J.
4
Chong, Terence Tai-Leung
4
Herzer, Dierk
4
Holmes, Mark J.
4
Hsing, Yu
4
Hyde, Stuart
4
Jalles, João Tovar
4
Lee, Chia-Hao
4
Lee, Chien-chiang
4
McMillan, David G.
4
Narayan, Paresh Kumar
4
Sheng, Xin
4
Siliverstovs, Boriss
4
Tzeng, Han-wen
4
Worthington, Andrew Charles
4
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Applied economics letters
International journal of finance & economics : IJFE
CESifo working papers
44
Discussion papers / Deutsches Institut für Wirtschaftsforschung
37
Economics and finance working paper series
33
Discussion paper series / IZA
31
Working paper / National Bureau of Economic Research, Inc.
30
NBER Working Paper
28
NBER working paper series
28
Applied economics
12
IZA Discussion Paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
DIW Berlin Discussion Paper
9
Discussion papers of interdisciplinary research project 373
9
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Research in international business and finance
6
EUI working paper / ECO
5
Economic modelling
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working paper / IFAU - Institute for Labour Market Policy Evaluation
5
Diskussionspapiere / Institut für Wirtschaftsforschung Halle
4
Empirica : journal of european economics
4
FIW working paper
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International review of economics & finance : IREF
4
Journal of econometrics
4
Journal of political economy
4
Review of development finance
4
Volkswirtschaftliche Diskussionsbeiträge
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finance research letters
3
HWWA discussion paper
3
International review of financial analysis
3
Journal of economics and finance : JEF
3
The South African journal of economics
3
UCD Geary Institute discussion paper series
3
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
2
Department of Economics working papers
2
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ECONIS (ZBW)
16
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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
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
3
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:
4
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:
5
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:
6
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
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
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:
9
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:
10
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
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