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~language:"eng"
~person:"Nielsen, Morten Ørregaard"
~subject:"Cointegration"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Cointegration
Estimation theory
19
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19
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17
Time series analysis
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16
Theorie
15
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15
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Nielsen, Morten Ørregaard
Bahmani-Oskooee, Mohsen
85
Gil-Alaña, Luis A.
66
Shahbaz, Muhammad
65
Chang, Tsangyao
58
Narayan, Paresh Kumar
42
Caporale, Guglielmo Maria
41
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41
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38
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38
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31
Ramírez, Miguel D.
31
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30
Lütkepohl, Helmut
28
Lee, Chien-chiang
27
Pradhan, Rudra Prakash
27
Arize, Augustine Chuck
25
Belke, Ansgar
25
Odhiambo, Nicholas M.
24
Payne, James E.
24
Tang, Chor Foon
24
Johansen, Søren
22
Westerlund, Joakim
21
Giri, Arun Kumar
20
Mahmood, Haider
20
Smyth, Russell
20
Arouri, Mohamed
19
Narayan, Seema
19
Rahman, A. K. M. Matiur
19
Beckmann, Joscha
18
Hammoudeh, Shawkat
18
Irandoust, Manuchehr
18
Katrakilides, K.
18
Kurita, Takamitsu
18
Paruolo, Paolo
18
Saikkonen, Pentti
18
Baek, Jungho
17
Balcilar, Mehmet
17
Holmes, Mark J.
17
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17
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Journal of econometrics
5
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Energy economics
1
Journal of applied econometrics
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Canadian journal of economics
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ECONIS (ZBW)
17
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1
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10
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17
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date (oldest first)
1
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 214-229
Persistent link: https://www.econbiz.de/10011974563
Saved in:
2
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
3
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10011348418
Saved in:
4
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011326813
Saved in:
5
A fractionally cointegrated VAR analysis of economic voting and political support
Jones, Maggie E. C.
;
Nielsen, Morten Ørregaard
; …
- In:
The Canadian journal of economics
47
(
2014
)
4
,
pp. 1078-1130
Persistent link: https://www.econbiz.de/10011349138
Saved in:
6
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
7
Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2667-2732
Persistent link: https://www.econbiz.de/10009689454
Saved in:
8
Fully modified narrow-band least squares estimation of weak fractional cointegration
Nielsen, Morten Ørregaard
;
Frederiksen, Per
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 77-120
Persistent link: https://www.econbiz.de/10009007591
Saved in:
9
Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 170-187
Persistent link: https://www.econbiz.de/10003966977
Saved in:
10
A vector autoregressive model for electricity prices subject to long memory and regime switching
Haldrup, Niels
;
Nielsen, Frank S.
;
Nielsen, Morten …
- In:
Energy economics
32
(
2010
)
5
,
pp. 1044-1058
Persistent link: https://www.econbiz.de/10008934329
Saved in:
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