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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper series / Research Institute for Economics and Business Administration, Kobe University"
~language:"eng"
~person:"Nielsen, Morten Ørregaard"
~subject:"Estimation theory"
~type_genre:"Arbeitspapier"
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Estimation theory
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Zeitreihenanalyse
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Nielsen, Morten Ørregaard
Johansen, Søren
6
Teräsvirta, Timo
5
Hoshino, Takahiro
3
Kato, Ryo
3
MacKinnon, James G.
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Parra-Alvarez, Juan Carlos
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Ergemen, Yunus Emre
2
Hounyo, Ulrich
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Hualde, Javier
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Kang, Jian
2
Nielsen, Bent
2
Podolskij, Mark
2
Posch, Olaf
2
Proietti, Tommaso
2
Seong, Dakyung
2
Veraart, Almut E. D.
2
Wang, Mu-Chun
2
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
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Bohn Nielsen, Heino
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Bu, Ruijun
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Bugni, Federico A.
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CREATES research paper
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
Queen's Economics Department working paper
6
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ECONIS (ZBW)
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1
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
2
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:
3
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:
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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