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Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10013420178
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Nelson and Plosser revisited : evidence from fractional ARIMA models
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10013420180
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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 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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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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Real GDP growth rates across countries : long memory and mean shifts
Gil-Alaña, Luis A. - In: Applied economics letters 15 (2008) 4/6, pp. 449-455
Persistent link: https://www.econbiz.de/10003727473
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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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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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Long memory in the U.S. interest rate
Gil-Alaña, Luis A. - In: International review of financial analysis 13 (2004) 3, pp. 265-276
Persistent link: https://www.econbiz.de/10002115098
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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