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~language:"eng"
~language:"sqi"
~person:"Cuestas, Juan Carlos"
~person:"Gil-Alaña, Luis A."
~subject:"Einheitswurzeltest"
~type_genre:"Article in journal"
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Einheitswurzeltest
Time series analysis
175
Zeitreihenanalyse
175
Estimation
141
Schätzung
141
USA
75
United States
75
Cointegration
69
Kointegration
69
Theorie
62
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62
Fractional integration
55
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49
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49
Unit root test
49
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44
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44
fractional integration
44
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38
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38
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36
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36
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34
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34
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32
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30
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30
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29
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26
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26
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26
persistence
26
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23
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23
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22
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42
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42
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Cuestas, Juan Carlos
Gil-Alaña, Luis A.
Chang, Tsangyao
86
Taylor, Robert
54
Su, Chi-Wei
49
Leybourne, Stephen James
39
Westerlund, Joakim
35
Narayan, Paresh Kumar
33
Phillips, Peter C. B.
33
Chang, Hsu-Ling
32
Harvey, David I.
28
Lee, Junsoo
26
Bahmani-Oskooee, Mohsen
25
Omay, Tolga
21
Ramírez, Miguel D.
20
Ranjbar, Omid
20
Cook, Steven
19
Caporale, Guglielmo Maria
18
Lee, Chien-chiang
18
Tiwari, Aviral Kumar
18
Smyth, Russell
17
Cavaliere, Giuseppe
16
Rodrigues, Paulo M. M.
16
Holmes, Mark J.
15
Nazlıoğlu, Şaban
15
Anoruo, Emmanuel
14
Baharumshah, Ahmad Zubaidi
14
Perron, Pierre
14
Christopulos, Dēmētrēs K.
13
Papell, David H.
12
Payne, James E.
12
Romero-Ávila, Diego
12
Shin, Dong-wan
12
Strazicich, Mark
12
Carrion i Silvestre, Josep Lluís
11
Hasanov, Mübariz
11
Kapetanios, George
11
Montañés, Antonio
11
Tsong, Ching-chuan
11
Wagner, Martin
11
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Economic modelling
4
Empirica : journal of european economics
4
Applied economics
3
Applied economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Applied financial economics
2
European review of economics and finance
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
Journal of forecasting
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Canadian journal of agricultural economics : CJAE
1
Eastern economic journal
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
German economic review
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of banking, accounting and finance
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of applied economics
1
Journal of common market studies : JCMS
1
Journal of economics and finance
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
49
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1
Persistence in commodity prices
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
3
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
4
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
5
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
6
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
7
Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score
Ayala, Astrid
;
Blazsek, Szabolcs
;
Cuñado Eizaguirre, Juncal
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2675-2696
Persistent link: https://www.econbiz.de/10011594383
Saved in:
8
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:
9
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
Saved in:
10
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
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