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subject:"Stochastic process"
subject:"Time series analysis"
~person:"Gil-Alaña, Luis A."
~person:"Hassler, Uwe"
~person:"Pesaran, M. Hashem"
~person:"Sethi, Suresh"
~type_genre:"Article in journal"
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Stochastic process
Time series analysis
Theorie
172
Theory
172
Zeitreihenanalyse
74
Estimation
48
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48
Estimation theory
30
Schätztheorie
30
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Gil-Alaña, Luis A.
Hassler, Uwe
Pesaran, M. Hashem
Sethi, Suresh
Phillips, Peter C. B.
63
Franses, Philip Hans
52
Escudero, Laureano F.
35
Taylor, Robert
31
Koopman, Siem Jan
29
Perron, Pierre
29
McAleer, Michael
27
Koop, Gary
25
Leybourne, Stephen James
25
Caporale, Guglielmo Maria
23
Lütkepohl, Helmut
23
Gendreau, Michel
22
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Yu, Jun
22
Ghysels, Eric
21
Granger, C. W. J.
21
Hong, Yongmiao
20
Newbold, Paul
20
Hyndman, Rob J.
19
Chan, Joshua
18
Hendry, David F.
18
Mills, Terence C.
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Teräsvirta, Timo
18
Herwartz, Helmut
17
Ruiz, Esther
17
Gupta, Rangan
16
Peña, Daniel
16
Saikkonen, Pentti
16
Assimakopoulos, V.
15
Engle, Robert F.
15
Haldrup, Niels
15
Lucas, André
15
Makridakis, Spyros G.
15
Marcellino, Massimiliano
15
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Applied economics
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Economics letters
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5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Practical issues in cointegration analysis
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The North American journal of economics and finance : a journal of financial economics studies
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
75
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
4
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
5
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
6
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
7
Persistence in commodity prices
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
Saved in:
8
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
Saved in:
9
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
10
Modeling US historical time-series prices and inflation using alternative long-memory approaches
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1491-1511
Persistent link: https://www.econbiz.de/10012219614
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