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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~person:"Kühl, Michael"
~person:"Nielsen, Morten Ørregaard"
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Search: subject:"Cointegration"
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Cointegration
15
Kointegration
15
Theorie
10
Theory
10
VAR model
10
VAR-Modell
10
Estimation
6
Schätzung
6
Time series analysis
5
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5
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3
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cointegration
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Kühl, Michael
Nielsen, Morten Ørregaard
Johansen, Søren
32
Jusélius, Katarina
13
Rahbek, Anders
10
Bohn Nielsen, Heino
7
Cavaliere, Giuseppe
5
Santucci de Magistris, Paolo
5
Gatarek, Lukasz
4
Swensen, Anders Rygh
4
Taylor, Robert
4
Carlini, Federico
3
Franchi, Massimo
3
Boswijk, Herman Peter
2
Ejrnæs, Mette
2
Framroze Møller, Niels
2
Kongsted, Hans Christian
2
Kristensen, Dennis
2
Kurita, Takamitsu
2
Nielsen, Bent
2
Nyboe Tabor, Morten
2
Persson, Karl Gunnar
2
Rossi, Eduardo
2
Schmith, Torben
2
Thejll, Peter
2
Xu, Ke
2
Assenmacher-Wesche, Katrin
1
Beyer, Andreas
1
Bollerslev, Tim
1
Callot, Laurent A. F.
1
Christensen, Bent Jesper
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Delle Monache, Davide
1
Dolatabadi, Sepideh
1
Dolatabadim, Sepideh
1
Engsted, Tom
1
Frederiksen, Per
1
Frydman, Roman
1
Goldberg, Michael D.
1
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1
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1
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CREATES research paper
Discussion papers / Department of Economics, University of Copenhagen
Queen's Economics Department working paper
18
Queen's Economics Department Working Paper
15
Working Papers / Economics Department, Queen's University
13
CREATES Research Papers
8
Ruhr Economic Papers
6
Journal of econometrics
5
Ruhr economic papers
3
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2
Cege discussion paper
2
Center for European, Governance and Economic Development Research Discussion Papers
2
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2
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2
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2
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2
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2
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2
ROME discussion paper series
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
cege Discussion Papers
2
cege – Center for European, Governance and Economic Development Research Discussion Papers
2
Aarhus University Economics Paper
1
CREATES Research Paper
1
Discussion Papers / Økonomisk Institut, Københavns Universitet
1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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International Advances in Economic Research
1
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1
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Journal of empirical finance
1
Queen’s Economics Department Working Paper
1
Review of World Economics (Weltwirtschaftliches Archiv)
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ECONIS (ZBW)
15
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1
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:
2
Fractional integration and
cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
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
Nonstationary
cointegration
in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
5
Nonstationary
cointegration
in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011865936
Saved in:
6
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:
7
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
8
Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard
;
Shibaev, Sergei S.
-
2016
Persistent link: https://www.econbiz.de/10011573274
Saved in:
9
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:
10
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:
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