A fractional integration analysis of the population in some OECD countries

DOI10.1080/0266476032000107169MaRDI QIDQ3591887zbMATH OpenOpenAlexFDO

Authors Luis A. Gil-Alana

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0266476032000107169

Mathematics Subject Classification ID

Applications of statistics to social sciences (62P25) Applications of statistics (62P99)

Recommendations

• Infant mortality rates: time trends and fractional integration
• FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES
• An Omnibus Test for Time Series ModelI(d)
• Fractional integration, trend stationarity and difference stationarity
• A Class Test for Fractional Integration

Cites work

• A class of micropulses and antipersistent fractional Brownian motion
• A Suggested Statistical Model of some Time Series which occur in Nature
• An exponential model for the spectrum of a scalar time series
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Efficient parameter estimation for self-similar processes
• Efficient Tests of Nonstationary Hypotheses
• Evaluation of robinson's (1994) Tests in finite samples
• Fitting long-memory models by generalized linear regression
• Gaussian semiparametric estimation of long range dependence
• scientific article; zbMATH DE number 3585754 (Why is no real title available?)
• Log-periodogram regression of time series with long range dependence
• Long memory relationships and the aggregation of dynamic models
• Mean reversion in the real exchange rates
• On large-sample estimation for the mean of a stationary random sequence
• Testing for a unit root in time series regression
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series
• Testing stochastic cycles in macroeconomic time series
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series

Cited in

(2)

• Comparison of non-parametric and semi-parametric tests in detecting long memory
• Infant mortality rates: time trends and fractional integration

This page was built for publication: A fractional integration analysis of the population in some OECD countries

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3591887)