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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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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
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Local whittle analysis of stationary fractional cointegration
Ørregaard Nielsen, Morten (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664225
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Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001695143
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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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Semiparametric estimation in time series regression with long range dependence
Ørregaard Nielsen, Morten (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712292
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Multivariate lagrange multiplier tests for fractional integration
Ørregaard Nielsen, Morten (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712293
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Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high frequency
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599613