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accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Nielsen, Morten Ørregaard"
~subject:"Schätztheorie"
~type_genre:"Collection of articles written by one author"
~type_genre:"Nachschlagewerk"
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Search: subject_exact:"Estimation theory"
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Schätztheorie
Estimation theory
12
Bootstrap approach
7
Bootstrap-Verfahren
7
Time series analysis
7
Zeitreihenanalyse
7
Cluster analysis
5
Clusteranalyse
5
Regional cluster
5
Regionales Cluster
5
Clustered data
4
Wild cluster bootstrap
4
CRVE
3
Cluster-robust variance estimator
3
Fractional integration
3
Induktive Statistik
3
Robust inference
3
Statistical inference
3
Wild bootstrap
3
Conditional sum-of-squares
2
Grouped data
2
Heteroscedasticity
2
Heteroskedastizität
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Quasi-maximum likelihood estimation
2
Adaptive estimation
1
Backwardation
1
Cluster jackknife
1
Cluster-robust variance estimator (CRVE)
1
Cointegration
1
Commodity exchange
1
Conditional heteroscedasticity
1
Conditional/unconditional heteroskedasticity
1
Contango
1
Deterministic trend
1
Edgeworth expansion
1
Estimation
1
Fractional cointegration
1
Futures markets
1
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Article
12
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Article in journal
Collection of articles written by one author
Nachschlagewerk
Arbeitspapier
34
Graue Literatur
34
Non-commercial literature
34
Working Paper
34
Aufsatz in Zeitschrift
12
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English
12
Author
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Nielsen, Morten Ørregaard
Tsionas, Efthymios G.
43
Linton, Oliver
33
Phillips, Peter C. B.
30
Gao, Jiti
29
Lee, Lung-fei
29
Parmeter, Christopher F.
24
Zhang, Xinyu
23
Su, Liangjun
22
Kumbhakar, Subal
21
Baltagi, Badi H.
17
Cai, Zongwu
17
Tu, Yundong
17
Bera, Anil K.
16
Li, Qi
16
Westerlund, Joakim
16
Chen, Songnian
15
Li, Degui
15
Peng, Bin
15
Sun, Yiguo
15
Ullah, Aman
15
Escanciano, Juan Carlos
14
Jochmans, Koen
14
Jin, Fei
13
Otsu, Taisuke
13
Perron, Pierre
13
Bai, Jushan
12
Francq, Christian
12
Hahn, Jinyong
12
Hsiao, Cheng
12
Li, Kunpeng
12
Ling, Shiqing
12
Peng, Liang
12
Sasaki, Yuya
12
Simar, Léopold
12
Taylor, Robert
12
Wooldridge, Jeffrey M.
12
Zhou, Qiankun
12
Zhu, Ke
12
Andrews, Isaiah
11
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Journal of econometrics
4
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of applied econometrics
1
Journal of empirical finance
1
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ECONIS (ZBW)
12
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1
Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 671-694
Persistent link: https://www.econbiz.de/10014338128
Saved in:
2
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
3
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
Saved in:
4
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
5
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
6
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
7
Wild bootstrap and asymptotic inference with multiway clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10012499095
Saved in:
8
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
36
(
2020
)
4
,
pp. 751-772
Persistent link: https://www.econbiz.de/10012258429
Saved in:
9
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10012304028
Saved in:
10
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
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