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A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.; Payne, James E. - In: Applied economics letters 22 (2015) 7/9, pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
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Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: Applied economics letters 22 (2015) 4/6, pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
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A joint test of fractional cyclic integration and a linear time trend
Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001597001
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Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances
Gil-Alaña, Luis A. - In: Applied economics letters 10 (2003) 1, pp. 33-37
Persistent link: https://www.econbiz.de/10001725687
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Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter - 2002
Persistent link: https://www.econbiz.de/10001666561
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Fractional integration and business cycle features
Candelon, Bertrand; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001612100
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Random times at which insiders can have free lunches
Imkeller, Peter - 2001
Persistent link: https://www.econbiz.de/10001618705
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The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models
Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001618711
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Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001606213
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509586