Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income
By L. Gil-Alana, Peter M. Robinson. 2001
167 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/9d8018726466e865eb5d9842bbe26041c2cc52f8
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In Economics and Econometrics
Citations in the corpus
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (2016, unknown): “These processes were introduced by Porter-Hudak (1990) and have been subsequently examined by Ray (1993), Sutcliffe (1994) and Gil-Alana and Robinson (2001) and others.”
- A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials (2012, methodology): “These processes were introduced by Porter-Hudak (1990) and have been subsequently examined by Ray (1993), Sutcliffe (1994) and Gil-Alana and Robinson (2001) and others.”