The following pages link to Luis A. Gil-Alana (Q236237):
Displayed 50 items.
- Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances (Q367487) (← links)
- The stochastic permanent break model and the fractional integration hypothesis (Q702239) (← links)
- Deterministic versus stochastic seasonal fractional integration and structural breaks (Q746213) (← links)
- (Q815320) (redirect page) (← links)
- The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain (Q815321) (← links)
- Fractional integration with Bloomfield exponential spectral disturbances: a Monte Carlo experiment and an application (Q934270) (← links)
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
- Unemployment and entrepreneurship: a cyclical relation? (Q1046311) (← links)
- (Q1371370) (redirect page) (← links)
- Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
- Testing the power of a generalization of the KPSS-tests against fractionally integrated hypotheses (Q1408467) (← links)
- Seasonal misspecification in the context of fractionally integrated univariate time series (Q1408470) (← links)
- Mean reversion in the real exchange rates (Q1583397) (← links)
- Structural breaks and fractional integration in the US output and unemployment rate. (Q1614820) (← links)
- (Q1695536) (redirect page) (← links)
- On the invertibility of seasonally adjusted series (Q1695537) (← links)
- The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration (Q1765007) (← links)
- Structural change and the order of integration in univariate time series (Q1827432) (← links)
- A mean shift break in the US interest rate. (Q1852937) (← links)
- Empirical evidence of the spot and the forward exchange rates in Canada. (Q1852949) (← links)
- Semiparametric estimation of the fractional differencing parameter of measures of the U. K. unemployment (Q1863709) (← links)
- A fractional multivariate long memory model for the US and the Canadian real output (Q1927403) (← links)
- Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach (Q2150853) (← links)
- The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← links)
- Deterministic seasonality versus seasonal fractional integration (Q2386153) (← links)
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
- Testing Stochastic Cycles in Macroeconomic Time Series (Q2744933) (← links)
- The power of the tests of robinson (1994) in the context of fractionall[y integrated moving average models (Q2784188) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
- MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES (Q3022070) (← links)
- FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES (Q3022082) (← links)
- The Tests of Robinson in the Context of AR(1) Disturbances (Q3155649) (← links)
- Measuring length of business cycles across countries using a new non-stationary unit-root cyclical approach (Q3439770) (← links)
- Fractional integration and deterministic trends. An investigation and an illustration with the US GNP (Q3440051) (← links)
- The stochastic unit root model and fractional integration: An extension to the seasonal case (Q3505205) (← links)
- (Q3517645) (← links)
- Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques (Q3591878) (← links)
- A fractional integration analysis of the population in some OECD countries (Q3591887) (← links)
- A re-examination of the Nile river data based on long memory at the long run and the cyclical frequencies (Q3598757) (← links)
- Fractional integration and structural breaks at unknown periods of time (Q3608192) (← links)
- A multivariate long-memory model with structural breaks (Q3638531) (← links)
- A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255) (← links)
- TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE (Q3653386) (← links)
- (Q3654503) (← links)
- On finite sample properties of the tests of robinson (1994) for fractional integration (Q4450409) (← links)
- Evaluation of robinson's (1994) Tests in finite samples (Q4525906) (← links)
- A joint test of fractional cyclic integration and a linear time trend (Q4534174) (← links)
- Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques (Q4620166) (← links)
- (Q4654883) (← links)
- A joint test of fractional integration and structural breaks at a known period of time (Q4677037) (← links)