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~isPartOf:"Economic modelling"
~isPartOf:"Empirica : journal of european economics"
~person:"Gil-Alaña, Luis A."
~person:"Jansson, Michael"
~person:"Westerlund, Joakim"
~subject:"Purchasing power parity"
~subject:"Theorie"
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Purchasing power parity
Theorie
Einheitswurzeltest
10
Unit root test
10
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6
Time series analysis
5
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5
Cointegration
4
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Gil-Alaña, Luis A.
Jansson, Michael
Westerlund, Joakim
Chang, Tsangyao
4
Omay, Tolga
3
Yoon, Gawon
3
Arčabić, Vladimir
2
Emirmahmutoglu, Furkan
2
Huizhen, He
2
Lee, Junsoo
2
Matsuki, Takashi
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1
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1
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1
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1
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1
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Economic modelling
Empirica : journal of european economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
8
Journal of econometrics
6
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3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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2
Testing the null hypothesis of cointegration
2
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1
CREATES Research Paper 2007-12
1
CREATES Research Paper 2009-55
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European review of economics and finance
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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Journal of economics and finance
1
Journal of forecasting
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Journal of the Japanese and international economies : an international journal ; JJIE
1
Journal of time series econometrics
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PhD thesis / Department of Economics, University of Aarhus
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1
Panel versus GARCH information in unit root testing with an application to financial markets
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Economic modelling
41
(
2014
),
pp. 173-176
Persistent link: https://www.econbiz.de/10010438367
Saved in:
2
Testing of seasonal integration and cointegration with fractionally integrated techniques : an application to the Danish labour demand
Gil-Alaña, Luis A.
- In:
Economic modelling
25
(
2008
)
2
,
pp. 326-339
Persistent link: https://www.econbiz.de/10003724848
Saved in:
3
Long run and cyclical strong dependence in macroeconomic time series : Nelson and Plosser revisited
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 139-154
Persistent link: https://www.econbiz.de/10003441943
Saved in:
4
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
Saved in:
5
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
6
Testing fractional integration with monthly data
Gil-Alaña, Luis A.
- In:
Economic modelling
16
(
1999
)
4
,
pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
Saved in:
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