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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"CREATES research paper"
~person:"Nielsen, Morten Ørregaard"
~subject:"Zeitreihenanalyse"
~subject:"backwardation"
~type:"book"
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Estimation theory
Schätzung
Zeitreihenanalyse
backwardation
Cointegration
8
Kointegration
8
Theorie
8
Theory
8
VAR model
6
VAR-Modell
6
Estimation
5
Time series analysis
3
fractional cointegration
2
ARMA model
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Arfima model
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Börsenkurs
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Cofractional process
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Commodity derivative
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Commodity exchange
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Einheitswurzeltest
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Induktive Statistik
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Prognoseverfahren
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Rohstoffderivat
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Schätztheorie
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Share price
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Statistical inference
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Statistical test
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Statistischer Test
1
USA
1
Unit root test
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United States
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Voting behaviour
1
Wahlverhalten
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Warenbörse
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cofractional
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cointegration
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cointegration rank
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contango
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English
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Nielsen, Morten Ørregaard
Johansen, Søren
6
Podolskij, Mark
6
Santucci de Magistris, Paolo
6
Andreasen, Martin Møller
5
Grassi, Stefano
5
Haldrup, Niels
5
Kruse, Robinson
5
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Christensen, Kim
3
Ergemen, Yunus Emre
3
Hillebrand, Eric
3
Nonejad, Nima
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Bauwens, Luc
2
Bennedsen, Mikkel
2
Bollerslev, Tim
2
Borup, Daniel
2
Callot, Laurent
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Hansen, Peter Reinhard
2
Kock, Anders Bredahl
2
Lange, Theis
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Teräsvirta, Timo
2
Todorov, Viktor
2
Veliyev, Bezirgen
2
Ventosa-Santaulària, Daniel
2
Yang, Yukai
2
Barbachan, José Santiago Fajardo
1
Barndorff-Nielsen, Ole E.
1
Basse-O'Connor, Andreas
1
Boldrini, Lorenzo
1
Bolko, Anine E.
1
Callot, Laurent A. F.
1
Caner, Mehmet
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CREATES research paper
Queen's Economics Department working paper
5
Discussion papers / Department of Economics, University of Copenhagen
2
Univ. of Copenhagen Dept. of Economics Discussion Paper
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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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
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:
4
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:
5
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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