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Testing seasonality in the context of fractionally integrated processes
Gil-Alaña, Luis A. - In: Annales d'économie et de statistique 81 (2006), pp. 69-91
Persistent link: https://www.econbiz.de/10003376911
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Fractional integration and cointegration in the Japanese exchange rate market
Gil-Alaña, Luis A. - In: The Japanese economy : translations and studies 32 (2004/05) 4, pp. 12-35
Persistent link: https://www.econbiz.de/10003275409
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Nonstationary, long memory and anti-persistence in several climatological time series data
Gil-Alaña, Luis A. - In: Environmental modeling & assessment 11 (2006) 1, pp. 19-29
Persistent link: https://www.econbiz.de/10003278777
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Generalized fractional time series modelling of the relationship between consumption and income in the UK
Gil-Alaña, Luis A. - In: Applied econometrics and international development 3 (2003) 1, pp. 103-112
Persistent link: https://www.econbiz.de/10003718426
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Testing the order of integration of the UK unemployment
Gil-Alaña, Luis A. - In: Applied econometrics and international development 2 (2002) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10003716812
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Mean-reversion and long memory in the stock market indexes of some Latin American countries
Gil-Alaña, Luis A. - In: Latin American business review : journal of the … 8 (2007) 1, pp. 103-120
Persistent link: https://www.econbiz.de/10003504382
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Fractional cointegration in the consumption and income relationship using semiparametric techniques
Gil-Alaña, Luis A. (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003073568
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Testing of I(d) processes in the real output
Gil-Alaña, Luis A. (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003075137
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Empirical evidence against the exchange rate anomaly : the Australian case
Gil-Alaña, Luis A. - In: Estudos econômicos : publicação trimestral do … 36 (2006) 2, pp. 237-250
Persistent link: https://www.econbiz.de/10003330254
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UK unemployment dynamics : a fractionally cointegrated approach
Gil-Alaña, Luis A. - In: Economia internazionale 59 (2006) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10003330750