//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Structural break"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Fractional integration"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Großbritannien
Inflationsrate
Structural break
Fractional integration
185
Time series analysis
159
Zeitreihenanalyse
159
Estimation
134
Schätzung
134
fractional integration
125
Theorie
62
Theory
62
Long memory
51
Cointegration
49
Kointegration
47
Volatility
37
long memory
36
Persistence
35
Volatilität
35
Capital income
30
Kapitaleinkommen
30
Börsenkurs
29
Share price
29
Aktienmarkt
26
Stock market
26
Estimation theory
25
Schätztheorie
25
Inflation
24
persistence
24
Strukturbruch
23
USA
23
United States
23
Einheitswurzeltest
18
Unit root test
18
United Kingdom
17
Forecasting model
15
Fractional Integration
15
Inflation rate
15
Prognoseverfahren
15
EU countries
14
EU-Staaten
14
more ...
less ...
Online availability
All
Undetermined
31
Free
8
Type of publication
All
Article
Book / Working Paper
49
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
48
Author
All
Gil-Alaña, Luis A.
21
Caporale, Guglielmo Maria
11
Carcel, Hector
5
Madigu, Godfrey
3
Sibbertsen, Philipp
3
Abakah, Emmanuel Joel Aikins
2
Canarella, Giorgio
2
Hassler, Uwe
2
Iacone, Fabrizio
2
Meller, Barbara
2
Miller, Stephen M.
2
Trani, Tommaso
2
Adekoya, Oluwasegun B.
1
Adepoju, Adedayo A.
1
Afzal, Alia
1
Andersen, Torben
1
Apergēs, Nikolaos
1
Arthur, Emmanuel Kwesi
1
Awe, Olushina Olawale
1
Babalos, Vassilios
1
Barassi, Marco R.
1
Barros, Carlos Pestana
1
Basse, Tobias
1
Christopulos, Dēmētrēs K.
1
Chávez, Pedro
1
Coleman, Simeon
1
Cuestas, Juan Carlos
1
Cuñado Eizaguirre, Juncal
1
Diongue, Abdou Ka
1
Gil-Alana, Luis A.
1
Gupta, Rangan
1
Gómez-Zaldívar, Manuel
1
Herrera Aramburú, Andrés
1
Hualde, Javier
1
Kiohos, Apostolos
1
Koulakiotis, Athanasios
1
Kyriakou, Maria I.
1
Kıran, Burcu
1
Leccadito, Arturo
1
Leone, Vitor
1
more ...
less ...
Published in...
All
Applied economics
5
Economics letters
3
International review of economics & finance : IREF
3
Applied economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of finance & economics : IJFE
2
CBN journal of applied statistics
1
Eastern economic journal
1
Econometric reviews
1
Economic integration, currency union, and sustainable and inclusive growth in East Africa
1
Economic modelling
1
Energy economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Estudios de economía
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Finance research letters
1
Global economy journal : GEJ
1
International advances in economic research
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of economic perspectives : IJEP
1
International journal of economics and finance
1
International journal of monetary economics and finance
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of financial econometrics
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Open economies review
1
Research in international business and finance
1
Review of development finance
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Open economies review
34
(
2023
)
4
,
pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
Saved in:
2
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
5
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
6
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
7
Fractional
integration
and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
Saved in:
8
Long memory in the energy consumption by source of the United States:
fractional
integration
, seasonality effect and structural breaks
Adekoya, Oluwasegun B.
- In:
Estudios de economía
47
(
2020
)
1
,
pp. 31-48
the
fractional
integration
technique for the three conventional cases of no regressors, an intercept, and an intercept and …
Persistent link: https://www.econbiz.de/10012268193
Saved in:
9
Persistence, seasonality, and
fractional
integration
within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
10
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->