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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Stiglitz, Joseph E."
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Unit root test
Time series analysis
177
Zeitreihenanalyse
177
Theorie
162
Theory
161
Estimation
129
Schätzung
129
USA
98
United States
98
Cointegration
66
Kointegration
66
Fractional integration
58
Welt
55
World
55
fractional integration
47
Großbritannien
43
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43
Börsenkurs
41
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41
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40
Persistence
39
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38
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38
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37
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37
Long memory
34
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32
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32
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32
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30
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30
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29
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29
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26
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26
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26
persistence
25
long memory
23
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22
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40
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Bibliography included
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36
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36
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36
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English
Author
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Gil-Alaña, Luis A.
Stiglitz, Joseph E.
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
27
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
Nazlıoğlu, Şaban
17
Smyth, Russell
17
Cavaliere, Giuseppe
16
Rodrigues, Paulo M. M.
16
Holmes, Mark J.
15
Anoruo, Emmanuel
14
Baharumshah, Ahmad Zubaidi
14
Perron, Pierre
14
Christopulos, Dēmētrēs K.
13
Payne, James E.
13
Papell, David H.
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
Cuestas, Juan Carlos
10
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Empirica : journal of european economics
4
Economic modelling
3
Applied economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
Applied economics letters
1
Applied financial economics
1
Canadian journal of agricultural economics : CJAE
1
Eastern economic journal
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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 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 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)
40
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40
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1
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Furuoka, Fumitaka
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
6
,
pp. 2471-2499
Persistent link: https://www.econbiz.de/10015048304
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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