Advanced search
Publication Cover
Journal of Statistical Computation and Simulation Volume 68, 2000 - Issue 1
Submit an article Journal homepage
41
Views
29
CrossRef citations to date
0
Altmetric
Original Articles

Evaluation of robinson's (1994) Tests in finite samples

L.A. Gil-Alana Centre for Economic Forecasting, London Business School, Sussex Place Regent’s Park, London, NW1 4SA, England Phone: 00 44 (0)171 262 50 50, Ext. 3374 Fax: 00 44 (0)171 262 50 50, Ext. 3374 E-mail: [email protected] Address; Department of Economics, University of Navarre, Pamplona, Spain
Pages 39-63 | Received 26 Jul 1999, Published online: 20 Mar 2007

Citations (29)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (12)

Gloria Claudio-Quiroga, Luis A. Gil-Alana & Andoni Maiza-Larrarte. (2022) The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach. Emerging Markets Finance and Trade 58:6, pages 1753-1770.
Read now
Guglielmo Maria Caporale, Luis Alberiko Gil-Alana & Maria Malmierca. (2021) Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries. Applied Economics 53:43, pages 5018-5027.
Read now
Guglielmo Maria Caporale & Luis A. Gil-Alana. (2015) Infant mortality rates: time trends and fractional integration. Journal of Applied Statistics 42:3, pages 589-602.
Read now
PauloM.M. Rodrigues, Antonio Rubia & João Valle e Azevedo. (2013) Finite sample performance of frequency- and time-domain tests for seasonal fractional integration. Journal of Statistical Computation and Simulation 83:7, pages 1373-1384.
Read now
Laurent Ferrara, Dominique Guegan & Zhiping Lu. (2010) Testing Fractional Order of Long Memory Processes: A Monte Carlo Study. Communications in Statistics - Simulation and Computation 39:4, pages 795-806.
Read now
Luis A. Gil-Alana. (2004) The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration. Applied Economics Letters 11:7, pages 429-432.
Read now
Guglielmo Maria Caporale & Luis A. Gil-Alana. (2004) Long range dependence in daily stock returns. Applied Financial Economics 14:6, pages 375-383.
Read now
L. A. Gil-Alana. (2003) A fractional integration analysis of the population in some OECD countries. Journal of Applied Statistics 30:10, pages 1147-1159.
Read now
Jussi Tolvi. (2003) Unemployment persistence of different labour force groups in Finland. Applied Economics Letters 10:8, pages 455-458.
Read now
Luis A. Gil-Alana. (2003) Strong dependence in the real interest rates. Applied Economics 35:2, pages 119-124.
Read now
Luis A. Gil-Alana. (2001) Measuring unemployment persistence in terms of I(d) statistical models. Applied Economics Letters 8:12, pages 761-763.
Read now
L.A. Gil-Alana. (2001) A joint test of fractional cyclic integration and a linear time trend. Journal of Statistical Computation and Simulation 71:4, pages 269-285.
Read now

Articles from other publishers (17)

Fumitaka Furuoka, Luis A. Gil-Alana, OlaOluwa S. Yaya, Elayaraja Aruchunan & Ahamuefula E. Ogbonna. (2024) A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis. Empirical Economics.
Crossref
Guglielmo Maria Caporale & Luis Gil-Alaña. (2019) Testing the Fisher hypothesis in the G-7 countries using I(d) techniques. International Economics 159, pages 140-150.
Crossref
Zhiping Lu & Dominique Guegan. (2011) Testing unit roots and long range dependence of foreign exchange. Journal of Time Series Analysis 32:6, pages 631-638.
Crossref
Juncal Cunado, Luis A Gil-Alana & Fernando Pérez de Gracia. (2010) European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration. Eastern Economic Journal 36:2, pages 177-187.
Crossref
Steven P. Clark, T. Daniel Coggin & Faith R. Neale. (2008) Mean Reversion in Net Discount Ratios: A Study in the Context of Fractionally Integrated Models . Journal of Risk and Insurance 75:1, pages 231-247.
Crossref
Juncal Cuñado, L.A. Gil-Alana & F. Pérez de Gracia. (2007) Real convergence in some emerging countries: a fractionally integrated approach. Recherches économiques de Louvain Vol. 73:3, pages 293-310.
Crossref
J. Cunado, L.A. Gil-Alana & F. Pérez de Gracia. (2016) Real convergence in some emerging countries: a fractionally integrated approach. Recherches économiques de Louvain 73:3, pages 293-310.
Crossref
L.A. Gil-Alana. (2005) Modelling international monthly arrivals using seasonal univariate long-memory processes. Tourism Management 26:6, pages 867-878.
Crossref
Luis A. Gil-Alana. (2005) Deterministic seasonality versus seasonal fractional integration. Journal of Statistical Planning and Inference 134:2, pages 445-461.
Crossref
L. A. GIL-ALANA. (2012) TESTING OF REAL CONVERGENCE IN GERMANY IN THE PRESENCE OF STRUCTURAL BREAKS. The Singapore Economic Review 50:01, pages 93-101.
Crossref
Luis A. Gil-Alana. (2005) Testing and forecasting the degree of integration in the US inflation rate. Journal of Forecasting 24:3, pages 173-187.
Crossref
Guglielmo Maria Caporale & Luis A. Gil-Alana. (2003) Long memory and structural breaks in hyperinflation countries. Journal of Economics and Finance 27:2, pages 136-152.
Crossref
Luis A. Gil-Alana. (2003) Stochastic behavior of nominal exchange rates. Atlantic Economic Journal 31:2, pages 159-173.
Crossref
LUIS A. GIL-ALANA. (2011) LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES. International Journal of Theoretical and Applied Finance 06:02, pages 119-134.
Crossref
Guglielmo Maria Caporale & Luis A Gil-Alana. (2002) Fractional integration and mean reversion in stock prices. The Quarterly Review of Economics and Finance 42:3, pages 599-609.
Crossref
Luis A. Gil-Alana. (2001) A fractionally integrated model with a mean shift for the US and the UK real oil prices. Economic Modelling 18:4, pages 643-658.
Crossref
Ruoyang Wang & Steven P. Clark. (2013) Long Memory in Volatility and Return Predictability. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.