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~isPartOf:"Department of Economics working papers"
~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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Gil-Alaña, Luis A.
Jansson, Michael
Westerlund, Joakim
Caporale, Guglielmo Maria
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Department of Economics working papers
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Journal of econometrics
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Working papers in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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Working paper / Department of Economics, Lund University
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Reihe Ökonomie
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Review of financial economics : RFE
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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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Aarhus University Economics Paper
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Advances in quantitative analysis of finance and accounting : a research annual
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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
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2000
Persistent link: https://www.econbiz.de/10001615066
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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
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1999
Persistent link: https://www.econbiz.de/10001615056
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