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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Dreger, Christian"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Papell, David H."
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Estimation
Zeitreihenanalyse
Schätzung
16
Time series analysis
11
Cointegration
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9
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9
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Dreger, Christian
Gil-Alaña, Luis A.
Heckman, James J.
Papell, David H.
Herwartz, Helmut
10
Härdle, Wolfgang
9
Breitung, Jörg
7
Mertens, Antje
7
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Gupta, Rangan
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4
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Saikkonen, Pentti
4
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4
Werwatz, Axel
4
Wohar, Mark E.
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Wolters, Jürgen
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Candelon, Bertrand
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2
Boehmer, Ekkehart
2
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2
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2
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International journal of finance & economics : IJFE
CESifo working papers
44
Discussion papers / Deutsches Institut für Wirtschaftsforschung
37
Economics and finance working paper series
33
Working paper / National Bureau of Economic Research, Inc.
33
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31
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31
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30
Applied economics
14
Applied economics letters
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12
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9
Discussion papers of interdisciplinary research project 373
9
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7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
6
Research in international business and finance
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EUI working paper / ECO
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Journal of international money and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of economics & finance : IREF
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Journal of econometrics
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Journal of political economy
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Review of development finance
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Volkswirtschaftliche Diskussionsbeiträge
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion paper / Centre for Economic Policy Research
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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HWWA discussion paper
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International economic review
3
International review of financial analysis
3
Journal of economics and finance : JEF
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The South African journal of economics
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ECONIS (ZBW)
16
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1
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:
2
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:
3
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:
4
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
Saved in:
5
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
6
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
7
Unit and fractional roots in the presence of abrupt changes with an application to Brazilian inflation rate
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10014461170
Saved in:
8
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
9
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:
10
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
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