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Testing the order of integration in the UK unemployment
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10000683872
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Testing fractional integration with monthly data
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001400842
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Estimation of fractional ARIMA models for the UK unemployment
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001400844
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Semiparametric estimation of the fractional differencing parameter in the UK industrial production index
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001373099
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A fractional integration analysis of the Swedish economy, 1861 - 1988
Gil-Alaña, Luis A. - In: Liiketaloudellinen aikakauskirja 51 (2002) 3, pp. 241-258
Persistent link: https://www.econbiz.de/10001736074
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Long memory in financial time series data with non-Gaussian disturbances
Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 6 (2003) 2, pp. 119-134
Persistent link: https://www.econbiz.de/10001769123
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Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A. - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 517-529
Persistent link: https://www.econbiz.de/10001776839
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Testing of unit and fractional root cycles in macroeconomic time series
Gil-Alaña, Luis A. - In: European review of economics and finance 2 (2003) 1, pp. 5-21
Persistent link: https://www.econbiz.de/10001777301
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The dynamics of the real exchange rates in Europe : a comparative study across countries using fractional integration
Gil-Alaña, Luis A. - In: Applied economics letters 11 (2004) 7, pp. 429-432
Persistent link: https://www.econbiz.de/10002111184
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A univariate analysis of unemployment and inflation in Italy : a fractionally integrated approach
Gil-Alaña, Luis A. - In: Brazilian review of econometrics : the review of the … 23 (2003) 2, pp. 227-254
Persistent link: https://www.econbiz.de/10002091193