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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Hong, Yongmiao"
~subject:"ARCH model"
~subject:"Theory"
~subject:"Wirtschaftswachstum"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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ARCH model
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Wirtschaftswachstum
Time series analysis
23
Zeitreihenanalyse
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Theorie
17
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15
Schätzung
15
fractional integration
11
persistence
9
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long memory
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Gil-Alaña, Luis A.
Hong, Yongmiao
Phillips, Peter C. B.
36
Serletis, Apostolos
25
Ghysels, Eric
17
Swanson, Norman R.
17
Koop, Gary
16
Lee, Lung-fei
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Yu, Jun
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Gouriéroux, Christian
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Linton, Oliver
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McAleer, Michael
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Corradi, Valentina
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Francq, Christian
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Chib, Siddhartha
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Diebold, Francis X.
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Granger, C. W. J.
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Zakoïan, Jean-Michel
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Afonso, Oscar
11
Blazsek, Szabolcs
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Bollerslev, Tim
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Franses, Philip Hans
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Gupta, Rangan
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Kumbhakar, Subal
11
Renault, Eric
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Schmidt, Peter
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Xiao, Zhijie
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Bhaskara Rao, Buddhavarapu
10
Hidalgo, Javier
10
Hinich, Melvin J.
10
Hsiao, Cheng
10
Li, Qi
10
Moosa, Imad A.
10
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Applied economics
Journal of econometrics
Macroeconomic dynamics
Econometric theory
9
Applied economics letters
6
Finance research letters
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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2
The review of economics and statistics
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Applied econometrics and international development
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International review of financial analysis
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of applied economics
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
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:
2
Testing for structural changes in large dimensional factor models via discrete Fourier transform
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 302-331
Persistent link: https://www.econbiz.de/10014341081
Saved in:
3
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:
4
Solving Euler equations via two-stage nonparametric penalized splines
Cui, Liyuan
;
Hong, Yongmiao
;
Li, Yingxing
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1024-1056
Persistent link: https://www.econbiz.de/10012619815
Saved in:
5
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
6
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:
7
UK tourism arrivals and departures : seasonality, persistence and time trends
Gil-Alaña, Luis A.
;
Ruiz-Alba, José L.
;
Ayestarán, Raquel
- In:
Applied economics
52
(
2020
)
46
,
pp. 5077-5087
Persistent link: https://www.econbiz.de/10012306541
Saved in:
8
Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession
Awe, Olushina Olawale
;
Gil-Alaña, Luis A.
- In:
Applied economics
51
(
2019
)
50
,
pp. 5482-5489
Persistent link: https://www.econbiz.de/10012197247
Saved in:
9
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
10
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
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