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subject:"Estimation"
subject:"Public choice"
~isPartOf:"CREATES research paper"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Nielsen, Morten Ørregaard"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"United States"
~subject:"Wirtschaftswachstum"
~type_genre:"Book section"
~type_genre:"Graue Literatur"
~type_genre:"Hochschulschrift"
~type_genre:"Konferenzbeitrag"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Textbook"
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Estimation
Public choice
Forecasting model
Prognoseverfahren
Schätzung
Spieltheorie
United States
Wirtschaftswachstum
Cointegration
8
Kointegration
8
Theorie
8
Theory
8
VAR model
6
VAR-Modell
6
Time series analysis
3
Zeitreihenanalyse
3
fractional cointegration
2
ARMA model
1
ARMA-Modell
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Arfima model
1
Börsenkurs
1
Cofractional process
1
Commodity derivative
1
Commodity exchange
1
Einheitswurzeltest
1
Estimation theory
1
Induktive Statistik
1
Rohstoffderivat
1
Schätztheorie
1
Share price
1
Statistical inference
1
Statistical test
1
Statistischer Test
1
USA
1
Unit root test
1
Voting behaviour
1
Wahlverhalten
1
Warenbörse
1
backwardation
1
cofractional
1
cointegration
1
cointegration rank
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contango
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6
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Nielsen, Morten Ørregaard
Shubik, Martin
15
Morris, Stephen
13
Fair, Ray C.
8
Bergemann, Dirk
7
Phillips, Peter C. B.
7
Andreasen, Martin Møller
6
Geanakoplos, John
6
Roemer, John E.
6
Borup, Daniel
5
Dubey, Pradeep
5
Gilboa, Itzhak
5
Schmeidler, David
5
Bollerslev, Tim
4
Christensen, Bent Jesper
4
Haldrup, Niels
4
Smith, Eric
4
Bennedsen, Mikkel
3
Christiansen, Charlotte
3
Gerardi, Dino
3
Grassi, Stefano
3
Hansen, Peter Reinhard
3
Hillebrand, Eric
3
Karatzas, Ioannis
3
Kruse, Robinson
3
Meghir, Costas
3
Nordhaus, William D.
3
Qin, Cheng-zhong
3
Santucci de Magistris, Paolo
3
Veliyev, Bezirgen
3
Boldrini, Lorenzo
2
Bracha, Anat
2
Bredahl Kock, Anders
2
Callot, Laurent
2
Christensen, Kim
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Ergemen, Yunus Emre
2
Eriksen, Jonas Nygaard
2
Fang, Hanming
2
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CREATES research paper
Cowles Foundation discussion paper
Queen's Economics Department working paper
3
Discussion papers / Department of Economics, University of Copenhagen
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
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ECONIS (ZBW)
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1
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
2
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
3
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadim, Sepideh
;
Narayan, Kumar Paresh
;
Nielsen, …
-
2018
Persistent link: https://www.econbiz.de/10011946486
Saved in:
4
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
-
2014
Persistent link: https://www.econbiz.de/10010394599
Saved in:
5
A fractionally cointegrated VAR analysis of economic voting and political support
Jones, Maggie E. C.
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394610
Saved in:
6
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
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