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A joint test of fractional cyclic integration and a linear time trend
Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001597001
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Structural breaks and fractional integration in the US output and unemployment rate
Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 1, pp. 79-84
Persistent link: https://www.econbiz.de/10001698642
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Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001724101
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Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances
Gil-Alaña, Luis A. - In: Applied economics letters 10 (2003) 1, pp. 33-37
Persistent link: https://www.econbiz.de/10001725687
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Strong dependence in the real interest rates
Gil-Alaña, Luis A. - In: Applied economics 35 (2003) 2, pp. 119-124
Persistent link: https://www.econbiz.de/10001726077
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The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models
Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001618711
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A mean shift break in the US interest rate
Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 3, pp. 357-363
Persistent link: https://www.econbiz.de/10001711501
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Empirical evidence of the spot and the forward exchange rates in Canada
Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 3, pp. 405-409
Persistent link: https://www.econbiz.de/10001711522
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Stochastic behavior of nominal exchange rates
Gil-Alaña, Luis A. - In: Atlantic economic journal : AEJ 31 (2003) 2, pp. 159-173
Persistent link: https://www.econbiz.de/10001782253
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Modelling the persistence of unemployment in Canada
Gil-Alaña, Luis A. - In: International review of applied economics 16 (2002) 4, pp. 465-477
Persistent link: https://www.econbiz.de/10001785321