L. Gil‐Alana

Economics and Econometrics · 2000–2020

A researcher in the Science corpus: 18 papers; trusts 38 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 216 citations into it; #6,449 of 23,481 by trust here, #2,748 by citations
• Finance — 148 citations into it; #2,325 of 10,518 by trust here, #1,568 by citations
• Information Systems — 60 citations into it
• Statistics and Probability — 23 citations into it; #7,413 of 12,932 by trust here, #8,740 by citations
• Sociology and Political Science — 11 citations into it
• Renewable Energy, Sustainability and the Environment — 10 citations into it
• Demography — 5 citations into it
• Modeling and Simulation — 5 citations into it

Whom L. Gil‐Alana trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jan Beran
2. Peter M. Robinson
3. Francis X. Diebold
4. Junsoo Lee
5. Katsumi Shimotsu
6. Andrew Urquhart
7. A. Inoue
8. Peter C. B. Phillips
9. Clive W. J. Granger
10. Gerald P. Dwyer

Who trusts L. Gil‐Alana overall

1. Haiyan Song
2. Christian L. E. Franzke
3. Paresh Kumar Narayan
4. B. N. Iyke
5. Gang Li
6. Huayu Shen
7. Vasily E. Tarasov
8. Shinhye Chang
9. Pinglin He
10. Mengyao Fu

Papers from L. Gil‐Alana's perspective

Ordered by how strongly the researchers L. Gil‐Alana trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
3. Statistics for long-memory processes
4. MACROECONOMICS AND REALITY
5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
6. Computation and Analysis of Multiple Structural-Change Models
7. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
8. Long Memory and Regime Switching
9. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
10. The economics of BitCoin price formation

Their papers

• A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach (2005) — 120 citations
• Crude Oil Prices and COVID-19: Persistence of the Shock (2020) — 259 citations
• Fractional Integration and Cointegration: An Overview and an Empirical Application (2009) — 140 citations
• Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks (2018) — 151 citations
• Persistence in the cryptocurrency market (2017) — 277 citations
• Modelling international monthly arrivals using seasonal univariate long-memory processes (2005) — 79 citations
• Fractional integration and structural breaks at unknown periods of time (2007) — 257 citations
• Mean reversion in the real exchange rates (2000) — 118 citations
• Cryptocurrencies and stock market indices. Are they related? (2020) — 258 citations
• The COVID-19 IMPACT on the ASIAN STOCK MARKETS (2020) — 124 citations
• Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (2016) — 64 citations
• Persistence of precious metal prices: A fractional integration approach with structural breaks (2014) — 49 citations
• A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials (2012) — 110 citations
• New Evidence on Long-Run Monetary Neutrality (2009) — 119 citations
• A multivariate long-memory model with structural breaks (2009) — 65 citations
• Statistical Modeling of the Temperatures in the Northern Hemisphere Using Fractional Integration Techniques (2005) — 88 citations
• Fractional cointegration and tests of present value models (2004) — 71 citations
• The use of the bloomfield model as an approximation to ARMA processes in the context of fractional integration (2004) — 130 citations