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~isPartOf:"Energy economics"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"Journal of economic studies"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Dittrich, Ludwig O."
~person:"Dēmelē, Sophias P."
~person:"Gil-Alaña, Luis A."
~person:"Ramírez, Miguel D."
~subject:"1947-1993"
~subject:"ARMA-Modell"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Time series analysis"
~subject:"Volatility"
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1947-1993
ARMA-Modell
Developing countries
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Großbritannien
Time series analysis
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Zeitreihenanalyse
12
Cointegration
6
Kointegration
6
Einheitswurzeltest
5
Estimation
5
Persistence
5
Schätzung
5
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5
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3
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Non-linearity
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2
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2
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2
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2
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2
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2
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Dittrich, Ludwig O.
Dēmelē, Sophias P.
Gil-Alaña, Luis A.
Ramírez, Miguel D.
Ma, Feng
19
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Gupta, Rangan
17
Wang, Yudong
16
Bouri, Elie
13
Ji, Qiang
11
Apergēs, Nikolaos
10
Yoon, Seong-min
10
Demirer, Rıza
9
Kang, Sang Hoon
9
Shahzad, Syed Jawad Hussain
9
Smyth, Russell
9
Uddin, Mohammed Gazi Salah
9
Wei, Yu
9
Lee, Chien-chiang
8
Lin, Boqiang
8
Sadorsky, Perry A.
8
Wen, Fenghua
8
Benth, Fred Espen
7
Dai, Zhifeng
7
Mensi, Walid
7
Serletis, Apostolos
7
Weron, Rafał
7
Wohar, Mark E.
7
Chevallier, Julien
6
Do, Hung Xuan
6
Liu, Li
6
Roubaud, David
6
Wang, Shouyang
6
Wu, Chongfeng
6
Yin, Libo
6
Zhang, Yaojie
6
Bunn, Derek W.
5
Dao, Minh Quang
5
Dutta, Anupam
5
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
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Energy economics
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
Journal of economic studies
CESifo working papers
52
Economics and finance working paper series
49
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Applied economics
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Discussion papers of interdisciplinary research project 373
14
Applied economics letters
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Research in international business and finance
8
Economics letters
7
EUI working paper / ECO
6
International journal of finance & economics : IJFE
6
Tourism economics : the business and finance of tourism and recreation
6
Business and Economic Research : BER
5
Discussion paper / Centre for Economic Forecasting
5
Finance research letters
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of economics & finance : IREF
5
Journal of economics and finance
5
SFB 373 Discussion Paper
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied financial economics
4
Economic modelling
4
Empirica : journal of european economics
4
International review of financial analysis
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Review of development finance
4
Applied econometrics and international development
3
Atlantic economic journal : AEJ
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
International journal of theoretical and applied finance
3
Oxford bulletin of economics and statistics
3
Research memorandum / METEOR
3
African journal of economic and sustainable development
2
Bulletin of applied economics
2
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ECONIS (ZBW)
16
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1
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
Saved in:
2
GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
; …
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10013173406
Saved in:
3
Modelling long-range dependence and non-linearity in the infant mortality rates of African countries
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012415228
Saved in:
4
Long-range dependence in daily return stock market series
Dittrich, Ludwig O.
;
Srbek, Pavel
- In:
International advances in economic research : IAER ; an …
24
(
2018
)
3
,
pp. 285-286
Persistent link: https://www.econbiz.de/10012036586
Saved in:
5
Energy production in Brazil : empirical facts based on persistence, seasonality and breaks
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Wanke, Peter
- In:
Energy economics
54
(
2016
),
pp. 88-95
Persistent link: https://www.econbiz.de/10011662770
Saved in:
6
Purchasing power parity : a time series analysis of the U.S. and Mexico, 1995-2007
Yee, Steven
;
Ramírez, Miguel D.
- In:
International advances in economic research : IAER ; an …
22
(
2016
)
4
,
pp. 409-419
Persistent link: https://www.econbiz.de/10011718492
Saved in:
7
Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Energy economics
52
(
2015
)
1
,
pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
Saved in:
8
Mean reversion in agricultural commodity prices in India
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
International advances in economic research : IAER ; an …
20
(
2014
)
4
,
pp. 385-398
Persistent link: https://www.econbiz.de/10010532661
Saved in:
9
Persistence and cycles in historical oil price data
Gil-Alaña, Luis A.
;
Gupta, Rangan
- In:
Energy economics
45
(
2014
),
pp. 511-516
Persistent link: https://www.econbiz.de/10010506552
Saved in:
10
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and cointegration
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Energy economics
46
(
2014
),
pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Saved in:
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