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~accessRights:"free"
~subject:"Großbritannien"
~subject:"Structural break"
~type:"article"
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Search: subject:"Fractional integration"
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Großbritannien
Structural break
Fractional integration
27
fractional integration
26
Time series analysis
23
Zeitreihenanalyse
23
Estimation
18
Schätzung
18
Long memory
14
Fractional Integration
9
Persistence
7
persistence
7
China
6
Cointegration
6
Kointegration
6
Aktienmarkt
5
Capital income
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Kapitaleinkommen
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long memory
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Gil-Alaña, Luis A.
3
Caporale, Guglielmo Maria
2
Adekoya, Oluwasegun B.
1
Afzal, Alia
1
Iacone, Fabrizio
1
Kıran, Burcu
1
Nielsen, Morten Ørregaard
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Puertolas-Montanes, Francisco
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ECONIS (ZBW)
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1
Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Open economies review
34
(
2023
)
4
,
pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
Saved in:
2
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
3
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:
4
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
5
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
6
Long memory in the energy consumption by source of the United States:
fractional
integration
, seasonality effect and structural breaks
Adekoya, Oluwasegun B.
- In:
Estudios de economía
47
(
2020
)
1
,
pp. 31-48
the
fractional
integration
technique for the three conventional cases of no regressors, an intercept, and an intercept and …
Persistent link: https://www.econbiz.de/10012268193
Saved in:
7
Fractional
integration
and structural breaks in the real GDP of Turkey
Kıran, Burcu
- In:
International journal of economic perspectives : IJEP
6
(
2012
)
1
,
pp. 39-49
Persistent link: https://www.econbiz.de/10011587066
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