| Testing of unit root and other nonstationary hypotheses in macroeconomic time series LA Gil-Alana, PM Robinson Journal of Econometrics 80 (2), 241-268, 1997 | 628 | 1997 |
| Persistence in the cryptocurrency market GM Caporale, L Gil-Alana, A Plastun Research in International Business and Finance 46, 141-148, 2018 | 430 | 2018 |
| Cryptocurrencies and stock market indices. Are they related? LA Gil-Alana, EJA Abakah, MFR Rojo Research in International Business and Finance 51, 101063, 2020 | 399 | 2020 |
| Crude oil prices and COVID-19: Persistence of the shock LA Gil-Alana, M Monge Energy Research Letters 1 (1), 2020 | 312 | 2020 |
| Fractional integration and structural breaks at unknown periods of time LA Gil‐Alana Journal of Time Series Analysis 29 (1), 163-185, 2008 | 287 | 2008 |
| Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks E Bouri, LA Gil‐Alana, R Gupta, D Roubaud International Journal of Finance & Economics 24 (1), 412-426, 2019 | 216 | 2019 |
| Testing of seasonal fractional integration in UK and Japanese consumption and income LA Gil‐Alana, PM Robinson Journal of Applied Econometrics 16 (2), 95-114, 2001 | 199 | 2001 |
| Mean reversion in the real exchange rates LA Gil-Alana Economics Letters 69 (3), 285-288, 2000 | 192 | 2000 |
| Fractional integration and cointegration: an overview and an empirical application LA Gil-Alana, J Hualde Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics, 434-469, 2009 | 191 | 2009 |
| A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach J Cuñado, LA Gil-Alana, FP De Gracia Journal of Banking & Finance 29 (10), 2633-2654, 2005 | 174 | 2005 |
| Testing stochastic cycles in macroeconomic time series LA Gil‐Alana Journal of Time Series Analysis 22 (4), 411-430, 2001 | 167 | 2001 |
| A non-linear approach with long range dependence based on Chebyshev polynomials JC Cuestas, LA Gil-Alana Department of Economics, University of Sheffield, 2012 | 147 | 2012 |
| The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integration LA Gil-Alana Mathematical and Computer Modelling 39 (4-5), 429-436, 2004 | 146 | 2004 |
| Testing fractional integration with monthly data LA Gil-Alana Economic Modelling 16 (4), 613-629, 1999 | 135 | 1999 |
| Term structure persistence M Abbritti, LA Gil-Alana, Y Lovcha, A Moreno Jnl of Financial Econometrics 14 (2), 331-352, 2016 | 119 | 2016 |
| Testing of fractional cointegration in macroeconomic time series LA Gil‐Alana Oxford Bulletin of Economics and Statistics 65 (4), 517-529, 2003 | 118 | 2003 |
| The COVID-19 impact on the Asian stock markets LA Gil-Alana, G Claudio-Quiroga Asian Economics Letters 1 (2), 2020 | 113 | 2020 |
| Testing fractional unit roots with non-linear smooth break approximations using Fourier functions LA Gil-Alana, OOS Yaya Journal of Applied Statistics 48 (13-15), 2542-2559, 2021 | 111 | 2021 |
| An investigation of long range reliance on shale oil and shale gas production in the US market SA Solarin, LA Gil-Alana, C Lafuente Energy 195, 116933, 2020 | 111 | 2020 |
| Nonlinearities and fractional integration in the US unemployment rate GM Caporale, LA Gil‐Alana Oxford Bulletin of Economics and Statistics 69 (4), 521-544, 2007 | 111 | 2007 |
