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~isPartOf:"Economic modelling"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Stiglitz, Joseph E."
~subject:"Einheitswurzeltest"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Einheitswurzeltest
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Estimation
7
Fractional integration
6
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5
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5
Time series analysis
5
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Gil-Alaña, Luis A.
Stiglitz, Joseph E.
Chang, Tsangyao
10
Chen, Shyh-Wei
10
Gupta, Rangan
10
Lee, Chien-chiang
10
Narayan, Paresh Kumar
8
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Kutan, Ali Mustafa
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Panagiōtidēs, Theodōros
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Ranjbar, Omid
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Economic modelling
International review of economics & finance : IREF
Applied economics
12
Applied economics letters
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Research in international business and finance
6
Empirica : journal of european economics
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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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International review of financial analysis
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Review of development finance
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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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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Journal of economics and finance : JEF
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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The South African journal of economics
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Eastern economic journal
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Emerging markets, finance and trade : EMFT
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European review of economics and finance
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Journal of applied economics
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Journal of forecasting
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
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Review of international economics
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Advances in quantitative analysis of finance and accounting : a research annual
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African development review
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Annales d'économie et de statistique
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Applied econometrics and international development
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Applied financial economics letters
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Asian Journal of Empirical Research
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Australian economic papers
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Bulletin of economic research
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1
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
Saved in:
2
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
Saved in:
3
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
4
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
5
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
6
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
Saved in:
7
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:
8
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:
9
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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