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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Nielsen, Morten Ørregaard"
~person:"Reimers, Hans-Eggert"
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Nielsen, Morten Ørregaard
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CREATES research paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Queen's Economics Department working paper
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5
Queen's Economics Department Working Paper
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Baltic Business and Socio-Economic Development 2008 : 4th International Conference, Riga, Latvia, September 30 - October 2, 2008
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Divisia monetary aggregates : theory and practice
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Fractional integration and
cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
Nonparametric
cointegration
analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard
-
2009
Persistent link: https://www.econbiz.de/10003849417
Saved in:
4
Likelihood inference for a fractionally conitegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10003968441
Saved in:
5
Local Whittle analysis of stationary fractional
cointegration
and the implied-realized volatility relation
Nielsen, Morten Ørregaard
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 427-446
Persistent link: https://www.econbiz.de/10003566055
Saved in:
6
Numerical distribution functions of fractional unit root and
cointegration
tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
7
Fully modified Narrow-band least squares estimation of weak fractional
cointegration
Nielsen, Morten Ørregaard
;
Frederiksen, Per
-
2010
Persistent link: https://www.econbiz.de/10008651771
Saved in:
8
Improved likelihood ratio tests for
cointegration
rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
-
2012
Persistent link: https://www.econbiz.de/10009621930
Saved in:
9
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
10
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
-
2014
Persistent link: https://www.econbiz.de/10010394599
Saved in:
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