A fractional integration analysis of the population in some OECD countries

DOI10.1080/0266476032000107169zbMATH Open1117.62497OpenAlexW2084052072MaRDI QIDQ3591887FDOQ3591887

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

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

Mathematics Subject Classification ID

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

Cites Work

• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Efficient parameter estimation for self-similar processes
• On large-sample estimation for the mean of a stationary random sequence
• Log-periodogram regression of time series with long range dependence
• Gaussian semiparametric estimation of long range dependence
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• Testing for a unit root in time series regression
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Efficient Tests of Nonstationary Hypotheses
• Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary 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?
• Long memory relationships and the aggregation of dynamic models
• A Suggested Statistical Model of some Time Series which occur in Nature
• Title not available (Why is that?)
• An exponential model for the spectrum of a scalar time series
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series
• Fitting long-memory models by generalized linear regression
• A class of micropulses and antipersistent fractional Brownian motion
• Mean reversion in the real exchange rates
• Testing stochastic cycles in macroeconomic time series
• Evaluation of robinson's (1994) Tests in finite samples

Cited In (2)

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

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)