Testing for Seasonal Fractional Roots in German Real Output
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DOI: 10.1111/j.1465-6485.2004.00111.x
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- Caporale Guglielmo M. & Gil-Alana Luis A., 2004. "Testing for Seasonal Fractional Roots in German Real Output," German Economic Review, De Gruyter, vol. 5(3), pages 319-333, August.
References listed on IDEAS
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Cited by:
- José Manuel Belbute & Alfredo Marvão Pereira, 2016.
"Does final energy demand in Portugal exhibit long memory? A fractional integration analysis,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(2), pages 59-77, August.
- José Manuel Madeira Belbute, 2015. "Does Final Energy Demand in Portugal Exhibit Long Memory? A Fractional Integration Analysis," CEFAGE-UE Working Papers 2015_04, University of Evora, CEFAGE-UE (Portugal).
- José M. Belbute & Alfredo Marvão Pereira, 2015. "Does Final Energy Demand in Portugal Exhibit Long Memory? A Fractional Integration Analysis," Working Papers 163, Department of Economics, College of William and Mary.
- Luis Gil-Alana, 2010. "A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics," Empirical Economics, Springer, vol. 38(2), pages 471-501, April.
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