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Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 14, pp. 1583-1589
Persistent link: https://www.econbiz.de/10002157933
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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
Cuestas, Juan Carlos; Gil-Alaña, Luis A. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 57-74
Persistent link: https://www.econbiz.de/10011431128
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The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Aye, Goodness C.; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International review of economics & finance : IREF 51 (2017), pp. 283-294
Persistent link: https://www.econbiz.de/10011754449
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Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A. - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 517-529
Persistent link: https://www.econbiz.de/10001776839
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Testing of unit and fractional root cycles in macroeconomic time series
Gil-Alaña, Luis A. - In: European review of economics and finance 2 (2003) 1, pp. 5-21
Persistent link: https://www.econbiz.de/10001777301
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The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria; Ntantamis, Christos; … - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 282-309
Persistent link: https://www.econbiz.de/10002811388
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Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001724101
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Nonstationary, long memory and anti-persistence in several climatological time series data
Gil-Alaña, Luis A. - In: Environmental modeling & assessment 11 (2006) 1, pp. 19-29
Persistent link: https://www.econbiz.de/10003278777
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Real convergence in some emerging countries : a fractionally integrated approach
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Recherches économiques de Louvain 73 (2007) 3, pp. 293-310
Persistent link: https://www.econbiz.de/10003558456