Fractional Integration in the Context of Deterministic Trends |
Gil-Alana, L.A. (University of Navarre, Faculty of Economics) |
1 |
On the theory of testing for unit roots in observed time series
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2 |
Distribution of the estimators for autoregressive time series with a unit root
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DOI ScienceOn |
3 |
Fractional integration with monthly data
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DOI ScienceOn |
4 |
Testing stochastic cycles in macroeconomic time series
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DOI ScienceOn |
5 |
Testing of unit roots and other nonstationary hypotheses in macroeconomic time series
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DOI ScienceOn |
6 |
Testing of seasonal fractional integration in UK and Japanese consumption and income
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DOI ScienceOn |
7 |
Time series regression with a unit root
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DOI ScienceOn |
8 |
Testing for a unit root in time series regression
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DOI ScienceOn |
9 |
Numerical recipes
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10 |
Modelling long run behaviour with the fractional ARIMA model
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DOI ScienceOn |
11 |
Efficient tests of nonstationary hypotheses
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DOI ScienceOn |
12 |
LM tests for a unit root in the presence of deterministic trends
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DOI ScienceOn |
13 |
Testing residuals from least square regression being generated by the Gaussian random walk
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DOI ScienceOn |