Browsing by Subject C22
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
---|---|---|
2014 | Fractional integration and cointegration in US financial time series data | Caporale, GM; Gil-Alana, LA |
2015 | Modelling African inflation rates: nonlinear deterministic terms and long-range dependence | Caporale, GM; Carcel, H; Gil-Alana, LA |
2013 | A simple panel-CADF test for unit roots | Costantini, M; Lupi, C |