| Publication | Date of Publication | Type |
|---|
| Sea-Ice-Extent and Snow-Cover-Extent | 2025-02-04 | Dataset |
| Trends in the Sea Ice and Snow Cover Extent: a Fractional Integration Analysis | 2025-02-04 | Dataset |
Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Trends and cycles in macro series: The case of US real GDP
Bulletin of Economic Research | 2023-01-06 | Paper |
Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach
Annals of Operations Research | 2022-06-30 | Paper |
Testing fractional unit roots with non-linear smooth break approximations using Fourier functions
Journal of Applied Statistics | 2022-03-04 | Paper |
ASEAN economic community: analysis based on fractional integration and cointegration
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
Linear and segmented trends in sea surface temperature data
Journal of Applied Statistics | 2020-11-04 | Paper |
Infant mortality rates: time trends and fractional integration
Journal of Applied Statistics | 2020-11-04 | Paper |
Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries
Journal of Applied Statistics | 2020-09-30 | Paper |
Long memory and data frequency in financial markets
Journal of Statistical Computation and Simulation | 2020-04-27 | Paper |
The cyclical structure of the UK inflation rate: 1210--2016
Economics Letters | 2019-07-10 | Paper |
Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
On the invertibility of seasonally adjusted series
Computational Statistics | 2018-02-07 | Paper |
Deterministic versus stochastic seasonal fractional integration and structural breaks
Statistics and Computing | 2015-10-16 | Paper |
Retail sales: persistence in the short-term and long-term dynamics
IMA Journal of Management Mathematics | 2014-06-30 | Paper |
Modelling long-run trends and cycles in financial time series data
Journal of Time Series Analysis | 2013-10-09 | Paper |
Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances
Brazilian Journal of Probability and Statistics | 2013-09-16 | Paper |
A fractional multivariate long memory model for the US and the Canadian real output
Economics Letters | 2013-01-01 | Paper |
Fractional integration and data frequency
Journal of Statistical Computation and Simulation | 2010-04-08 | Paper |
| Testing of I(\(d\)) statistical models with non-parametric disturbances | 2010-01-06 | Paper |
Technology shocks and hours worked: a fractional integration perspective
Macroeconomic Dynamics | 2009-12-22 | Paper |
A bivariate fractionally cointegrated relationship in the context of cyclical structures
Journal of Statistical Computation and Simulation | 2009-12-22 | Paper |
Unemployment and entrepreneurship: a cyclical relation?
Economics Letters | 2009-12-21 | Paper |
A multivariate long-memory model with structural breaks
Journal of Statistical Computation and Simulation | 2009-10-27 | Paper |
Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
Fractional integration and structural breaks at unknown periods of time
Journal of Time Series Analysis | 2009-02-28 | Paper |
A re-examination of the Nile river data based on long memory at the long run and the cyclical frequencies
International Journal of Contemporary Mathematical Sciences | 2009-02-03 | Paper |
| scientific article; zbMATH DE number 5310465 (Why is no real title available?) | 2008-08-12 | Paper |
Fractional integration with Bloomfield exponential spectral disturbances: a Monte Carlo experiment and an application
Brazilian Journal of Probability and Statistics | 2008-07-29 | Paper |
The stochastic unit root model and fractional integration: An extension to the seasonal case
Applied Stochastic Models in Business and Industry | 2008-06-18 | Paper |
Strong dependence in the nominal exchange rates of the Polish zloty
Applied Stochastic Models in Business and Industry | 2007-12-16 | Paper |
Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques
Journal of Applied Statistics | 2007-09-11 | Paper |
A fractional integration analysis of the population in some OECD countries
Journal of Applied Statistics | 2007-09-11 | Paper |
Measuring length of business cycles across countries using a new non-stationary unit-root cyclical approach
Applied Stochastic Models in Business and Industry | 2007-05-29 | Paper |
Fractional integration and deterministic trends. An investigation and an illustration with the US GNP
International Journal of Contemporary Mathematical Sciences | 2007-05-21 | Paper |
Modelling U.S. monthly inflation in terms of a jointly seasonal and non-seasonal long memory process
Applied Stochastic Models in Business and Industry | 2006-05-24 | Paper |
The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain
Mathematical and Computer Modelling | 2006-02-16 | Paper |
MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS
International Journal of Theoretical and Applied Finance | 2005-11-15 | Paper |
LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES
International Journal of Theoretical and Applied Finance | 2005-10-19 | Paper |
Deterministic seasonality versus seasonal fractional integration
Journal of Statistical Planning and Inference | 2005-08-22 | Paper |
MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
A joint test of fractional integration and structural breaks at a known period of time
Journal of Time Series Analysis | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 2143293 (Why is no real title available?) | 2005-03-10 | Paper |
The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration
Mathematical and Computer Modelling | 2005-02-22 | Paper |
The stochastic permanent break model and the fractional integration hypothesis
Computational Economics | 2005-01-17 | Paper |
The Tests of Robinson in the Context of AR(1) Disturbances
Communications in Statistics. Simulation and Computation | 2005-01-17 | Paper |
Structural change and the order of integration in univariate time series
Computational Economics | 2004-08-06 | Paper |
On finite sample properties of the tests of robinson (1994) for fractional integration
Journal of Statistical Computation and Simulation | 2004-02-15 | Paper |
Seasonal misspecification in the context of fractionally integrated univariate time series
Computational Economics | 2003-09-22 | Paper |
Testing the power of a generalization of the KPSS-tests against fractionally integrated hypotheses
Computational Economics | 2003-09-22 | Paper |
| scientific article; zbMATH DE number 1910685 (Why is no real title available?) | 2003-08-10 | Paper |
Semiparametric estimation of the fractional differencing parameter of measures of the U. K. unemployment
Computational Economics | 2003-03-12 | Paper |
A joint test of fractional cyclic integration and a linear time trend
Journal of Statistical Computation and Simulation | 2003-02-02 | Paper |
A mean shift break in the US interest rate.
Economics Letters | 2003-01-21 | Paper |
Empirical evidence of the spot and the forward exchange rates in Canada.
Economics Letters | 2003-01-21 | Paper |
Structural breaks and fractional integration in the US output and unemployment rate.
Economics Letters | 2002-09-09 | Paper |
The power of the tests of robinson (1994) in the context of fractionall[y integrated moving average models
Journal of Statistical Computation and Simulation | 2002-07-01 | Paper |
Seasonal long memory in the aggregate output
Economics Letters | 2002-03-03 | Paper |
Testing stochastic cycles in macroeconomic time series
Journal of Time Series Analysis | 2001-10-09 | Paper |
Evaluation of robinson's (1994) Tests in finite samples
Journal of Statistical Computation and Simulation | 2001-09-17 | Paper |
Mean reversion in the real exchange rates
Economics Letters | 2000-10-26 | Paper |
Testing of unit root and other nonstationary hypotheses in macroeconomic time series
Journal of Econometrics | 2000-10-12 | Paper |
