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~isPartOf:"Department of Economics working papers"
~isPartOf:"Research memorandum / METEOR"
~person:"Gil-Alaña, Luis A."
~person:"Jansson, Michael"
~person:"Westerlund, Joakim"
~subject:"Purchasing power parity"
~subject:"Theorie"
~subject:"Unit root test"
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Search: subject:"Einheitswurzeltest"
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Purchasing power parity
Theorie
Unit root test
Einheitswurzeltest
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Theory
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Cointegration
3
Estimation
3
Kointegration
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Schätzung
3
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Discounting
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Gil-Alaña, Luis A.
Jansson, Michael
Westerlund, Joakim
Candelon, Bertrand
3
Caporale, Guglielmo Maria
2
Palm, Franz C.
2
Urbain, Jean-Pierre
2
Breitung, Jörg
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Department of Economics working papers
Research memorandum / METEOR
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
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Journal of econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IHS economics series : working paper
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Testing the null hypothesis of cointegration
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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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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001615066
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2
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001615056
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3
Some cautions on the use of the LLC panel unit root test
Westerlund, Joakim
-
2006
Persistent link: https://www.econbiz.de/10003483115
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4
Long run, seasonal and cyclical long memory in macroeconomic time series
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2003
Persistent link: https://www.econbiz.de/10001882733
Saved in:
5
Seasonal and logic run fractional integration in the industrial production indexes of some Latin American countries
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2002
Persistent link: https://www.econbiz.de/10001720587
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