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Nielsen, Bent
Phillips, Peter C. B.
22
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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Cumulated sum of squares statistics for nonlinear and nonstationary regressions
Berenguer-Rico, Vanessa
;
Nielsen, Bent
- In:
Econometric theory
36
(
2020
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10012156782
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2
Boundedness of m-estimators for linear regression in time series
Johansen, Søren
;
Nielsen, Bent
- In:
Econometric theory
35
(
2019
)
3
,
pp. 653-683
Persistent link: https://www.econbiz.de/10012146163
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3
Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Nielsen, Bent
- In:
Econometric theory
21
(
2005
)
3
,
pp. 534-561
Persistent link: https://www.econbiz.de/10002794764
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