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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"CREATES research paper"
~person:"Nielsen, Morten Ørregaard"
~subject:"VAR model"
~subject:"backwardation"
~type:"book"
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Estimation theory
Schätzung
VAR model
backwardation
Cointegration
8
Kointegration
8
Theorie
8
Theory
8
VAR-Modell
6
Estimation
5
Time series analysis
3
Zeitreihenanalyse
3
fractional cointegration
2
ARMA model
1
ARMA-Modell
1
Arfima model
1
Börsenkurs
1
Cofractional process
1
Commodity derivative
1
Commodity exchange
1
Einheitswurzeltest
1
Forecasting model
1
Induktive Statistik
1
Prognoseverfahren
1
Rohstoffderivat
1
Schätztheorie
1
Share price
1
Statistical inference
1
Statistical test
1
Statistischer Test
1
USA
1
Unit root test
1
United States
1
Voting behaviour
1
Wahlverhalten
1
Warenbörse
1
cofractional
1
cointegration
1
cointegration rank
1
contango
1
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8
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8
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8
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English
8
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Nielsen, Morten Ørregaard
Andreasen, Martin Møller
5
Santucci de Magistris, Paolo
5
Johansen, Søren
4
Callot, Laurent
3
Grassi, Stefano
3
Haldrup, Niels
3
Bollerslev, Tim
2
Christensen, Kim
2
Delle Monache, Davide
2
Engsted, Tom
2
Hillebrand, Eric
2
Jansson, Michael
2
Kock, Anders Bredahl
2
Kristensen, Johannes Tang
2
Kruse, Robinson
2
Pedersen, Thomas Q.
2
Podolskij, Mark
2
Rossi, Eduardo
2
Todorov, Viktor
2
Veliyev, Bezirgen
2
Xu, Ke
2
Yang, Yukai
2
Ankargren, Sebastian
1
Barndorff-Nielsen, Ole E.
1
Bennedsen, Mikkel
1
Bolko, Anine E.
1
Borup, Daniel
1
Boswijk, Herman Peter
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Cattaneo, Matias D.
1
Christensen, Bent Jesper
1
Crump, Richard K.
1
Dang, Mads
1
Davidson, Russell
1
Dias, Gustavo Fruet
1
Dolatabadi, Sepideh
1
Dolatabadim, Sepideh
1
Ergemen, Yunus Emre
1
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CREATES research paper
Queen's Economics Department working paper
7
Discussion papers / Department of Economics, University of Copenhagen
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
CREATES Research Paper
1
Discussion paper / Tinbergen Institute
1
Tinbergen Institute Discussion Paper 12-097/III
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
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
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:
3
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
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
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
-
2012
Persistent link: https://www.econbiz.de/10009621930
Saved in:
7
Likelihood inference for a fractionally conitegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10003968441
Saved in:
8
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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