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Spectral analysis of fractiona...
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Schätztheorie
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Nielsen, Morten Ørregaard
228
Johansen, Søren
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MacKinnon, James G.
31
Christensen, Bent Jesper
23
Jansson, Michael
20
Webb, Matthew
19
Frederiksen, Per
16
Xu, Ke
16
Dolatabadi, Sepideh
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Ørregaard Nielsen, Morten
13
Cavaliere, Giuseppe
10
Zhu, Jie
10
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9
Busch, Thomas
8
Haldrup, Niels
8
Hualde, Javier
6
Johansen, Soren
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Bollerslev, Tim
4
Boswijk, H. Peter
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Iacone, Fabrizio
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Jones, Maggie E. C.
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Narayan, Paresh Kumar
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Popiel, Michal Ksawery
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Boswijk, Herman Peter
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Brien, Samuel
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Frederiksen, Per Skaarup
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Seong, Dakyung
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35
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ECONIS (ZBW)
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RePEc
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EconStor
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Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models
Nielsen, Morten Ørregaard
-
2014
Persistent link: https://www.econbiz.de/10010413826
Saved in:
2
Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard
-
2009
Persistent link: https://www.econbiz.de/10003849417
Saved in:
3
Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001695143
Saved in:
4
Local empirical spectral measure of multivariate process with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712283
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5
Semiparametric estimation in time series regression with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712292
Saved in:
6
Multivariate lagrange multiplier tests for fractional integration
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712293
Saved in:
7
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218
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8
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664223
Saved in:
9
Local whittle analysis of stationary fractional cointegration
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664225
Saved in:
10
Directional congestion and regime switching in a long memory model for electricity prices
Haldrup, Niels
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003139586
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