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~person:"Gil-Alaña, Luis A."
~subject:"Korrelation"
~subject:"USA"
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Korrelation
USA
Multivariate Analyse
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Gil-Alaña, Luis A.
McAleer, Michael
8
Pesaran, M. Hashem
8
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7
Engle, Robert F.
6
Alichi, Ali
5
De Nard, Gianluca
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Shephard, Neil G.
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Teräsvirta, Timo
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Timmermann, Allan
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Bernoth, Kerstin
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Bizimana, Olivier
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Chen, Yu-chin
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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Economics and finance working paper series
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Economics letters
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ECONIS (ZBW)
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A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
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2
Fractional integration and structural breaks in US macro dynamics
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
1
,
pp. 427-446
Persistent link: https://www.econbiz.de/10009582057
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3
A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
2
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
Saved in:
4
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003496720
Saved in:
5
A fractional multivariate long memory model for the US and the Canadian real output
Gil-Alaña, Luis A.
- In:
Economics letters
81
(
2003
)
3
,
pp. 355-359
Persistent link: https://www.econbiz.de/10001835515
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