Econometrics, Long memory, Mean reversion, Monte Carlo method and Unemployment are his primary areas of study. His Econometrics study integrates concerns from other disciplines, such as Unemployment rate, Exchange rate and Seasonality. His Long memory research is multidisciplinary, incorporating elements of Inefficiency and Economy.
His Mean reversion study incorporates themes from Univariate, Econometric model, Monetary economics and Autocorrelation. His Monte Carlo method research focuses on Applied mathematics and how it relates to Calculus and Linear regression. His Unemployment research integrates issues from Order of integration, Real interest rate, Hysteresis and Autoregressive fractionally integrated moving average.
Luis A. Gil-Alana mainly focuses on Econometrics, Long memory, Mean reversion, Cointegration and Unit root. His work in the fields of Econometrics, such as Volatility, overlaps with other areas such as Persistence. The Long memory study combines topics in areas such as Stock market and Monetary economics.
Luis A. Gil-Alana interconnects Financial market and Trading strategy in the investigation of issues within Stock market. Luis A. Gil-Alana has included themes like Macroeconomics, Unemployment, Parametric statistics and Structural break in his Mean reversion study. His Unit root study is associated with Statistics.
Luis A. Gil-Alana mostly deals with Econometrics, Long memory, Persistence, Mean reversion and Cointegration. The various areas that Luis A. Gil-Alana examines in his Econometrics study include Stock market index and Inflation. Luis A. Gil-Alana works mostly in the field of Stock market index, limiting it down to topics relating to Range and, in certain cases, Financial market and Order of integration.
His studies in Long memory integrate themes in fields like Climatology, Demographic economics and Time trends. His research in Mean reversion intersects with topics in Production, Order and Unit root. His study in Cointegration is interdisciplinary in nature, drawing from both Real gross domestic product and China.
His scientific interests lie mostly in Econometrics, Mean reversion, Long memory, Persistence and Monetary economics. In general Econometrics study, his work on Cointegration often relates to the realm of Lithium, thereby connecting several areas of interest. His biological study spans a wide range of topics, including Production, Order and Demographic economics.
His Long memory research integrates issues from Climatology and Fishing. His studies deal with areas such as Alternative energy, Futures contract, Spot market and Energy market as well as Monetary economics. His work carried out in the field of Cryptocurrency brings together such families of science as Convergence, Null hypothesis, Bivariate analysis, Diversification and Unit root.
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Testing of unit root and other nonstationary hypotheses in macroeconomic time series
L A Gil-Alana;Peter Robinson.
Journal of Econometrics (1997)
Fractional integration and structural breaks at unknown periods of time
Luis A. Gil-Alana.
Journal of Time Series Analysis (2007)
Testing of seasonal fractional integration in UK and Japanese consumption and income
Luis A. Gil-Alana;Peter M. Robinson.
Journal of Applied Econometrics (2001)
Mean reversion in the real exchange rates
Luis A. Gil-Alana;Luis A. Gil-Alana.
Economics Letters (2000)
Testing Stochastic Cycles in Macroeconomic Time Series
Luis A. Gil-Alaña.
Journal of Time Series Analysis (2001)
Persistence in the cryptocurrency market
Guglielmo Maria Caporale;Guglielmo Maria Caporale;Luis A. Gil-Alaña;Alex Plastun.
Research in International Business and Finance (2018)
A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach
J. Cuñado;L.A. Gil-Alana;F. Perez de Gracia.
Journal of Banking and Finance (2005)
Fractional Integration and Cointegration: An Overview and an Empirical Application
Luis A. Gil-Alana;Javier Hualde.
Testing fractional integration with monthly data
Luis A Gil-Alana.
Economic Modelling (1999)
The use of the bloomfield model as an approximation to ARMA processes in the context of fractional integration
Mathematical and Computer Modelling (2004)
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