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~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
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Ørregaard Nielsen, Morten
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Rosholm, Michael
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Engsted, Tom
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Aarhus Universitet / Afdeling for Nationaløkonomi
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
57
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
31
European University Institute / Department of Economics
27
National Bureau of Economic Research
25
Rutgers University / Department of Economics
10
Nationalekonomiska Institutionen <Lund>
9
Economics Section, Cardiff Business School
8
Københavns Universitet / Økonomisk Institut
8
Queen Mary College / Department of Economics
8
William Davidson Institute <Ann Arbor, Mich.>
7
Centre for Analytical Finance <Århus>
6
Centre for International Macroeconomics
6
Ekonomiska forskningsinstitutet <Stockholm>
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National Institute of Economic and Social Research
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Center for Economic Research <Tilburg>
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Centre for Microdata Methods and Practice <London>
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Department of Econometrics and Business Statistics, Monash Business School
5
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5
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5
Frankfurt School of Finance and Management
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Konjunkturinstitutet <Stockholm>
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Svenska Handelshögskolan <Helsinki>
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4
European Association of Agricultural Economists - EAAE
4
Loughborough University / Department of Economics
4
School of Economics and Political Science <Sydney>
4
School of Finance and Business Economics <Perth, Western Australia>
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Dundee / Department of Economic Studies
4
C.E.P.R. Discussion Papers
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Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Weltwirtschaft
3
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London School of Economics and Political Science
3
State University of New York at Albany / Department of Economics
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Suntory-Toyota International Centre for Economics and Related Disciplines
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The Wharton Financial Institutions Center
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Testing the semiparametric box-cox model with the bootstrap
Savin, N. Eugene
(
contributor
);
Würtz, Allan H.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001690153
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2
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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3
Long-run forecasting in multicointegrated systems
Siliverstovs, Boriss
(
contributor
);
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703725
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4
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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5
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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6
Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001695143
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7
Multicointegration in US consumption data
Siliverstovs, Boris
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611824
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