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Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.; Solarin Sakiru Adebola; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012661157
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000168640
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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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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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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002
Persistent link: https://www.econbiz.de/10001715636
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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