Narrow search
Showing 81 - 90 of 1,399
Cover Image
Mean reversion in the real exchange rates
Gil-Alaña, Luis A. - In: Economics letters 69 (2000) 3, pp. 285-288
Persistent link: https://www.econbiz.de/10001525583
Cover Image
Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001470256
Cover Image
Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001470380
Cover Image
Testing fractional integration with monthly data
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001400842
Cover Image
Estimation of fractional ARIMA models for the UK unemployment
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001400844
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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