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~person:"Gil-Alaña, Luis A."
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Time series analysis
338
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fractional integration
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Gil-Alaña, Luis A.
Gupta, Rangan
415
Franses, Philip Hans
374
Koopman, Siem Jan
311
Caporale, Guglielmo Maria
299
Marcellino, Massimiliano
294
McAleer, Michael
280
Phillips, Peter C. B.
257
Diebold, Francis X.
239
Kapetanios, George
224
Pesaran, M. Hashem
197
Ravazzolo, Francesco
196
Timmermann, Allan
195
Pierdzioch, Christian
192
Clark, Todd E.
172
Koop, Gary
165
Swanson, Norman R.
157
Lütkepohl, Helmut
151
Giannone, Domenico
150
Hendry, David F.
150
Clements, Michael P.
148
Teräsvirta, Timo
146
Schorfheide, Frank
144
Gao, Jiti
142
Hyndman, Rob J.
137
McCracken, Michael W.
129
Rossi, Barbara
129
Watson, Mark W.
129
Stock, James H.
126
Härdle, Wolfgang
124
Kilian, Lutz
124
Dijk, Dick van
123
Sibbertsen, Philipp
122
Siliverstovs, Boriss
122
Ghysels, Eric
119
Dijk, Herman K. van
117
Kunst, Robert M.
117
Medeiros, Marcelo C.
116
Nierhaus, Wolfgang
116
Granger, C. W. J.
114
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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CESifo working papers
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Economics and finance working paper series
42
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Applied economics
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Discussion papers of interdisciplinary research project 373
13
Applied economics letters
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Tourism economics : the business and finance of tourism and recreation
6
EUI working paper / ECO
5
Finance research letters
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Journal of forecasting
5
Applied financial economics
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Energy economics
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper / Centre for Economic Forecasting
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Empirica : journal of european economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International review of financial analysis
3
Journal of economics and finance
3
Research memorandum / METEOR
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African journal of economic and sustainable development
2
Applied econometrics and international development
2
CBN journal of applied statistics
2
Economic modelling
2
European review of economics and finance
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HWWA discussion paper
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International journal of theoretical and applied finance
2
Journal of economic studies
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Journal of international money and finance
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
341
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1
Retail sales : persistence in the short-term and long-term dynamics
Gil-Alaña, Luis A.
;
Barros, Carlos Pestana
;
Assaf, A. …
- In:
IMA journal of management mathematics
25
(
2014
)
3
,
pp. 367-386
Persistent link: https://www.econbiz.de/10010388774
Saved in:
2
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
Saved in:
3
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
exhibit fractional integration with one or two poles in the spectrum. A
forecasting
comparison shows that a model with a non …
Persistent link: https://www.econbiz.de/10003720605
Saved in:
4
Testing and
forecasting
the degree of integration in the US inflation rate
Gil-Alaña, Luis A.
- In:
Journal of forecasting
24
(
2005
)
3
,
pp. 173-187
Persistent link: https://www.econbiz.de/10002749029
Saved in:
5
Testing of unit root and other nonstationary hypotheses in macroeconomic time series
Gil-Alaña, Luis A.
;
Robinson, Peter M.
-
1996
Persistent link: https://www.econbiz.de/10000952843
Saved in:
6
Testing the order of integration of the UK unemployment
Gil-Alaña, Luis A.
- In:
Applied econometrics and international development
2
(
2002
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10003716812
Saved in:
7
Generalized fractional time series modelling of the relationship between consumption and income in the UK
Gil-Alaña, Luis A.
- In:
Applied econometrics and international development
3
(
2003
)
1
,
pp. 103-112
Persistent link: https://www.econbiz.de/10003718426
Saved in:
8
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641950
Saved in:
9
Real GDP growth rates across countries : long memory and mean shifts
Gil-Alaña, Luis A.
- In:
Applied economics letters
15
(
2008
)
4/6
,
pp. 449-455
Persistent link: https://www.econbiz.de/10003727473
Saved in:
10
Fractional integration and data frequency
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739811
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