Narrow search
Showing 1 - 8 of 8
Cover Image
Likelihood inference for a fractionally conitegrated vector autoregressive model
Johansen, Søren; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10003968441
Cover Image
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
Cover Image
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren; Nielsen, Morten Ørregaard - 2016
Persistent link: https://www.econbiz.de/10011524104
Cover Image
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
Cover Image
A fractionally cointegrated VAR analysis of economic voting and political support
Jones, Maggie E. C.; Nielsen, Morten Ørregaard; … - 2014
Persistent link: https://www.econbiz.de/10010394610
Cover Image
Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard; Shibaev, Sergei S. - 2016
Persistent link: https://www.econbiz.de/10011573274
Cover Image
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadim, Sepideh; Narayan, Kumar Paresh; Nielsen, … - 2018
Persistent link: https://www.econbiz.de/10011946486
Cover Image
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren; Nielsen, Morten Ørregaard - 2018
Persistent link: https://www.econbiz.de/10011864979