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~person:"Gil-Alaña, Luis A."
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Time series analysis
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Gil-Alaña, Luis A.
Ravallion, Martin
441
Caporale, Guglielmo Maria
297
Franses, Philip Hans
244
Phillips, Peter C. B.
243
Koopman, Siem Jan
241
Wodon, Quentin
192
Kanbur, Ravi
184
Lustig, Nora
182
Klasen, Stephan
173
Kapetanios, George
148
McAleer, Michael
148
Teräsvirta, Timo
136
Gao, Jiti
134
Pesaran, M. Hashem
134
Duclos, Jean-Yves
130
Gupta, Rangan
126
Gaiha, Raghav
125
Marcellino, Massimiliano
125
Lütkepohl, Helmut
124
Sibbertsen, Philipp
119
Tarp, Finn
119
Koop, Gary
117
Barrett, Christopher B.
112
Imai, Katsushi S.
107
Hendry, David F.
105
Kakwani, Nanak
104
Timmermann, Allan
103
Dang, Hai-Anh H.
102
Alkire, Sabina
101
Harvey, Andrew C.
100
Watson, Mark W.
100
Clements, Michael P.
98
Hyndman, Rob J.
96
Lanjouw, Peter
96
Lehmann, Hartmut
96
Swanson, Norman R.
95
Brown, J. David
94
Earle, John S.
93
Kunst, Robert M.
93
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ECONIS (ZBW)
343
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1
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
2
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
This paper examines the dynamics of stock prices in
Ukraine
by estimating the degree of persistence of the PFTS stock …
Persistent link: https://www.econbiz.de/10009723923
Saved in:
3
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
4
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
40
(
2016
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
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
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
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