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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Applied economics"
~isPartOf:"CREATES research paper"
~person:"Nielsen, Morten Ørregaard"
~subject:"Regression analysis"
~subject:"Regressionsanalyse"
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Estimation theory
Regression analysis
Regressionsanalyse
Schätztheorie
15
Time series analysis
11
Zeitreihenanalyse
11
Bootstrap approach
5
Bootstrap-Verfahren
5
Cluster analysis
3
Clusteranalyse
3
Cointegration
3
Estimation
3
Heteroscedasticity
3
Heteroskedastizität
3
Induktive Statistik
3
Kointegration
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Regional cluster
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Regionales Cluster
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Schätzung
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Statistical inference
3
cluster-robust variance estimator
3
nonstationarity
3
wild cluster bootstrap
3
ARCH model
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ARCH-Modell
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Asymptotic normality
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
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Stochastic process
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Stochastischer Prozess
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clustered data
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conditional heteroskedasticity
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consistency
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deterministic trend
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fractional process
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generalized polynomial trend
2
noninvertibility
2
robust inference
2
ARMA model
1
ARMA-Modell
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CRVE
1
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Graue Literatur
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15
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15
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English
15
Author
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Nielsen, Morten Ørregaard
Teräsvirta, Timo
11
Johansen, Søren
10
Kristensen, Dennis
8
Podolskij, Mark
7
Cattaneo, Matias D.
6
Jansson, Michael
6
Kruse, Robinson
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Hounyo, Ulrich
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Hillebrand, Eric
4
Lunde, Asger
4
MacKinnon, James G.
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Zuehlke, Thomas William
4
Bennedsen, Mikkel
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Kanaya, Shin
3
Kim, Jong-Min
3
Kock, Anders Bredahl
3
Kouassi, Eugène
3
Medeiros, Marcelo C.
3
Nielsen, Bent
3
Parra-Alvarez, Juan Carlos
3
Patterson, Kerry D.
3
Posch, Olaf
3
Proietti, Tommaso
3
Ravishanker, Nalini
3
Rossi, Eduardo
3
Sibbertsen, Philipp
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Yang, Yukai
3
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Journal of forecasting
Applied economics
CREATES research paper
Queen's Economics Department working paper
25
Journal of econometrics
6
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of applied econometrics
2
The econometrics journal
2
CAE working paper
1
Discussion papers / Department of Economics, University of Copenhagen
1
Econometric reviews
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
15
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1
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
2
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
5
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
Saved in:
6
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
7
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
8
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
9
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
-
2019
Persistent link: https://www.econbiz.de/10012063541
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
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
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