Narrow search
Showing 1 - 8 of 8
Cover Image
Unit and fractional roots with deterministic trends in the UK output
Gil-Alaña, Luis A. - In: International advances in economic research : IAER ; an … 8 (2002) 4, pp. 348-356
Persistent link: https://www.econbiz.de/10001763169
Cover Image
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000994028
Cover Image
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10013420179
Cover Image
Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
Cover Image
Government expenditures and revenues : evidence of fractional cointegration in an asymmetric modeling
Gil-Alaña, Luis A. - In: International advances in economic research : IAER ; an … 15 (2009) 2, pp. 143-155
Persistent link: https://www.econbiz.de/10003877566
Cover Image
The weekly structure of US stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Cover Image
The permanent income hypothesis : a new framework based on fractional integration and cointegration
Gil-Alaña, Luis A. - In: International advances in economic research : IAER ; an … 10 (2004) 3, pp. 165-179
Persistent link: https://www.econbiz.de/10002235701
Cover Image
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994027