Similar Search Results

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

Multi-factor Gegenbauer processes and European inflation rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2009

Persistent link: https://www.econbiz.de/10003817132

Multi-factor Gegenbauer processes and European inflation rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of economic integration 26 (2011) 2, pp. 386-409

Persistent link: https://www.econbiz.de/10009154740

Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate

Gil-Alaña, Luis A. - In: Applied economics letters 10 (2003) 2, pp. 103-105

Persistent link: https://www.econbiz.de/10001747248

Fractional integration and data frequency

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003739811

Testing of fractional cointegration in macroeconomic time series

Gil-Alaña, Luis A. - 2000

We propose in this article a two-step testing procedure of fractional cointegration in macroeconomic time series. It is based on Robinson’s (1994) univariate tests and is similar in spirit to the one proposed by Engle and Granger (1987), testing initially the order of integration of the...

Persistent link: https://www.econbiz.de/10009612018