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A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices

Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …

Persistent link: https://www.econbiz.de/10005838233

Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inflation Rate

Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …

Persistent link: https://www.econbiz.de/10005838239

A Joint Test of Fractional Cyclic Integration and a Linear Time Trend

Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …

Persistent link: https://www.econbiz.de/10005838310

Modelling Seasonality with Fractionally Integrated Processes

Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …

Persistent link: https://www.econbiz.de/10005838332

Endogenous problems in cross-sectional valuation models based on accounting information

Gil-Alana, L.; Iniguez-Sanchez, R.; Lopez-Espinosa, G. - In: Review of Quantitative Finance and Accounting 37 (2011) 2, pp. 245-265

Persistent link: https://www.econbiz.de/10009326705

The nature of occupational unemployment rates in the United States: hysteresis or structural?

Candelon, B.; Dupuy, A.; Gil-Alana, L. - In: Applied Economics 41 (2009) 19, pp. 2483-2493

This article provides new evidence on the nature of occupational differences in unemployment dynamics, which is relevant for the debate between the structural or hysteresis hypotheses. We develop a procedure that permits us to test for the presence of a structural break at unknown date. Our...

Persistent link: https://www.econbiz.de/10004966964