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~isPartOf:"CREATES research paper"
~person:"Nielsen, Morten Ørregaard"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Cointegration
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Kointegration
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Theorie
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Theory
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VAR-Modell
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OECD countries
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OECD-Staaten
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Risikomaß
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Rohstoffderivat
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Nielsen, Morten Ørregaard
Grassi, Stefano
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Podolskij, Mark
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Johansen, Søren
5
Kruse, Robinson
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Santucci de Magistris, Paolo
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Haldrup, Niels
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Ergemen, Yunus Emre
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Delle Monache, Davide
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Dias, Gustavo Fruet
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Hansen, Peter Reinhard
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Hillebrand, Eric
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Lange, Theis
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Nielsen, Bent
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Noriega-Muro, Antonio E.
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Rossi, Eduardo
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Teräsvirta, Timo
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Ventosa-Santaulària, Daniel
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Voev, Valeri
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Yang, Yukai
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Barbachan, José Santiago Fajardo
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Basse-O'Connor, Andreas
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Bennedsen, Mikkel
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Bohn Nielsen, Heino
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Boldrini, Lorenzo
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Callot, Laurent
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Callot, Laurent A. F.
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Casarin, Roberto
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CREATES research paper
Journal of applied econometrics
2
Queen's Economics Department working paper
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Discussion papers / Department of Economics, University of Copenhagen
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Econometric theory
1
Journal of econometrics
1
The journal of futures markets
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ECONIS (ZBW)
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
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2010
Persistent link: https://www.econbiz.de/10008651639
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2
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:
3
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
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