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)

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Cites work

• scientific article; zbMATH DE number 3585754 (Why is no real title available?)
• A Suggested Statistical Model of some Time Series which occur in Nature
• A class of micropulses and antipersistent fractional Brownian motion
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• Efficient parameter estimation for self-similar processes
• Evaluation of robinson's (1994) Tests in finite samples
• Fitting long-memory models by generalized linear regression
• Gaussian semiparametric estimation of long range dependence
• 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
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• 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?
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series

Cited in

(2)

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

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