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~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~person:"Nielsen, Morten Ørregaard"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
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Nielsen, Morten Ørregaard
Cavaliere, Giuseppe
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Econometric theory
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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2
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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