Results 51 to 60 of about 40,863 (167)

Exponential Time Trends in a Fractional Integration Model

Econometrics
This paper introduces a new modelling approach that incorporates nonlinear, exponential deterministic terms into a fractional integration framework. The proposed model is based on a specific test on fractional integration that is more general than the ...
Guglielmo Maria Caporale, Luis Alberiko Gil-Alana   +1 more
doaj   +1 more source

Fractional Integration and Its Influence on Unit Root and Co- Integration Analysis

Economia Aplicada, 2016
This study assesses the power of traditional unit root and co-integration tests when they are applied to fractionally integrated stochastic processes in the 0 ≤ d ≤ 1 range.
Guilherme de Oliveira Lima C. Marques
doaj   +1 more source

Testing Fractional Inflation Persistence in the West African Monetary Zone

Buletin Ekonomi Moneter dan Perbankan
Understanding inflation persistence is of utmost significance for monetary policymakers in an era of heightened global economic interdependence and increased susceptibility to external shocks.
Afees Salisu, Nuruddeen Usman, Godday Ebuh   +2 more
doaj   +1 more source

Fractional integral inequalities and applications

Computers & Mathematics with Applications, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zachary Denton, Aghalaya S. Vatsala
openaire   +3 more sources

A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle

Mathematics
In this paper we propose a statistical model that combines both autoregressions and fractional differentiation in a unified treatment. However, instead of imposing that the roots are strictly on the unit circle, we also allow them to be within the unit ...
Guglielmo Maria Caporale, Luis Alberiko Gil-Alana   +1 more
doaj   +1 more source

Trends in road accidents on Brazil's highways: Evidence of persistence using fractional integration. [PDF]

PLoS One, 2023
Wanke P, Gil-Alana LA, Tan Y.
europepmc   +1 more source

Fractional integration in Orlicz spaces [PDF]

Proceedings of the American Mathematical Society, 1976
Fractional integration and convolution results are given for Orlicz spaces using an inequality earlier developed for
openaire   +2 more sources

Fractional Integration and Structural Breaks in Italian Real House Prices

Mathematics
The primary goal of this paper is to analyse the Italian real house price index (RHPI). Classical approaches typically assume either stationarity or unit-root nonstationarity.
Maria Pia Sangiovanni, Elvira Di Nardo, Luis Alberiko Gil-Alana   +2 more
doaj   +1 more source

CO₂ emissions in Latin America: a time series perspective based on fractional integration. [PDF]

Environ Sci Pollut Res Int, 2023
Asturias-Schaub LR, Gil-Alana LA.
europepmc   +1 more source

Persistence in carbon footprint emissions: an overview of 92 countries

Carbon Management, 2019
The existing studies on persistence of ecological footprint have largely concentrated on the aggregate ecological footprint without adequately considering its components.
Sakiru Adebola Solarin, Luis A. Gil-Alana, Carmen Lafuente   +2 more
doaj   +1 more source