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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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Business and default cycles for credit risk
Koopman, Siem Jan; Lucas, André - 2003
Persistent link: https://www.econbiz.de/10001792714
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Tracking growth and the business cycle : a stochastic common cycle model for the euro area
Azevedo, João Valle e; Koopman, Siem Jan; Rua, António - 2003
Persistent link: https://www.econbiz.de/10001792789
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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
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A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509590
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Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509600
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A generalized fractional time series model
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001550564
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Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001550571
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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001470265