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~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
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Non-parametric test of time co...
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Nichtparametrisches Verfahren
3
Nonparametric statistics
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Time series analysis
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Zeitreihenanalyse
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Cointegration
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Estimation theory
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Ørregaard Nielsen, Morten
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Christensen, Bent Jesper
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Haldrup, Niels
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Nielsen, Morten Ø.
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Aarhus Universitet / Afdeling for Nationaløkonomi
National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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C.E.P.R. Discussion Papers
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Centre for Microdata Methods and Practice <London>
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Forschungsinstitut zur Zukunft der Arbeit
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Center for Economic Research <Tilburg>
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EconWPA
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London School of Economics and Political Science
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Cowles Foundation for Research in Economics, Yale University
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Department of Economics, Oxford University
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Nobel Prize Committee
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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HAL
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Tilburg University, Center for Economic Research
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Boston College / Department of Economics
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Centre for Dynamic Macroeconomic Analysis, University of St. Andrews
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Columbia University / Department of Economics
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Department of Economics, Boston University
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Faculty of Economics, University of Cambridge
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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International Monetary Fund (IMF)
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Department of Economics and Business, Universitat Pompeu Fabra
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Deutsche Bundesbank
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Econometrisch Instituut <Rotterdam>
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Estimation of fractional integration in the presence of data noise
Haldrup, Niels
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776942
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2
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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3
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
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