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137
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Nielsen, Morten Ørregaard
25
Johansen, Søren
18
Teräsvirta, Timo
11
Kristensen, Dennis
8
Santucci de Magistris, Paolo
8
Jansson, Michael
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Podolskij, Mark
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Varneskov, Rasmus Tangsgaard
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4
Hillebrand, Eric
4
Lunde, Asger
4
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4
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Rossi, Eduardo
4
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3
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CREATES research paper
Journal of econometrics
1,739
Economics letters
1,113
Econometric theory
781
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
657
Applied economics
513
Econometric reviews
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371
Applied economics letters
358
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348
International Journal of Energy Economics and Policy : IJEEP
346
Discussion paper / Tinbergen Institute
339
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
333
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
332
Journal of the American Statistical Association : JASA
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The econometrics journal
299
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Journal of applied econometrics
260
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Oxford bulletin of economics and statistics
232
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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184
Journal of quantitative economics : official journal of the Indian Econometric Society
184
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169
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165
International journal of economics and finance
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ECONIS (ZBW)
162
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1
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:
2
An I(2)
cointegration
model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
3
A no arbitrage fractional
cointegration
analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
4
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008663980
Saved in:
5
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:
6
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:
7
Medium band least squares estimation of fractional
cointegration
in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
8
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
9
Fractional
cointegration
rank estimation
Lasak, Katarzyna
;
Velasco, Carlos
-
2013
Persistent link: https://www.econbiz.de/10009719162
Saved in:
10
On an estimation method for an alternative fractionally cointegrated model
Carlini, Federico
;
Łasak, Katarzyna
-
2014
Persistent link: https://www.econbiz.de/10010350966
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