Narrow search
Showing 1 - 10 of 345
Cover Image
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, L. A.; Robinson, Peter M. - London School of Economics (LSE) - 2001
The seasonal structure of quarterly UK and Japanese consumption and income is examined by means of fractionally-based tests proposed by Robinson (1994). These series were analysed from an autoregressive unit root viewpoint by Hylleberg, Engle, Granger and Yoo (HEGY, 1990) and Hylleberg, Engle,...
Persistent link: https://www.econbiz.de/10011071452
Cover Image
US stock market volatility persistence: evidence before and after the burst of the IT bubble
Cuñado, J.; Gil-Alana, L.; Gracia, F. - In: Review of Quantitative Finance and Accounting 33 (2009) 3, pp. 233-252
Persistent link: https://www.econbiz.de/10005015340
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Modelling Seasonality with Fractionally Integrated Processes
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838332
Cover Image
Testing Stochastic Cycles in Macroeconomic Time Series
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794890
Cover Image
Fractional Cointegration and Real Exchange Rates
Caporale, G.; Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795080
Cover Image
Testing of Unit Roots and other Fractionally Integrated Hypotheses in the Presence of Structural Breaks
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795094