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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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Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001470256
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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
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Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000
Persistent link: https://www.econbiz.de/10001470372
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Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.; Henry, S. G. B. - 2000
Persistent link: https://www.econbiz.de/10001470376
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Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001470380
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Backtesting beyond VaR
Härdle, Wolfgang; Stahl, Gerhard - 1999
Persistent link: https://www.econbiz.de/10001470768
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A generalized fractional time series model
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001550564