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Energy consumption in the GCC countries : evidence on persistence
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Monge, … - 2019
This paper examines the statistical properties of energy consumption in the GCC countries applying fractional integration methods to annual data from 1980 to 2014. The results indicate that both the raw and the logged series exhibit a (statistically significant) linear time trend in the case of...
Persistent link: https://www.econbiz.de/10011962319
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Energy Consumption in the GCC Countries: Evidence on Persistence
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Monge, … - 2019
This paper examines the statistical properties of energy consumption in the GCC countries applying fractional integration methods to annual data from 1980 to 2014. The results indicate that both the raw and the logged series exhibit a (statistically significant) linear time trend in the case of...
Persistent link: https://www.econbiz.de/10012018161
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Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries : a stochastic hidden Markov model approach
Antunes, Jorge Junio Moreira; Gil-Alaña, Luis A.; … - In: Financial modeling and risk management of energy and …, (pp. 191-229). 2022
Persistent link: https://www.econbiz.de/10013349945
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Energy consumption in the GCC countries : evidence on persistence
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Monge, … - 2018
Persistent link: https://www.econbiz.de/10011995768
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US disaggregated renewable energy consumption : persistence and long memory behavior
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Payne, James E. - In: Energy economics 40 (2013), pp. 425-432
Persistent link: https://www.econbiz.de/10010351673
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Infant mortality rates : time trends and fractional integration
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2011
Persistent link: https://www.econbiz.de/10009231342
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Fractional integration in the purchasing power parity
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994027
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Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000994028
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Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994030
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Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994031