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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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Seasonal long memory in the aggregate output
Gil-Alaña, Luis A. - In: Economics letters 74 (2002) 3, pp. 333-337
Persistent link: https://www.econbiz.de/10001654069
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - In: Economic modelling 18 (2001) 4, pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
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The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models
Gil-Alaña, Luis A. - In: Applied economics 33 (2001) 10, pp. 1263-1269
Persistent link: https://www.econbiz.de/10001590553
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Testing persistence in the context of conditional heteroscedasticity errors
Gil-Alaña, Luis A. - In: Applied financial economics 20 (2010) 22/24, pp. 1709-1723
Persistent link: https://www.econbiz.de/10009012375
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Unit and fractional roots in the presence of abrupt changes with an application to Brazilian inflation rate
Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10014461170