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Nielsen, Morten Ørregaard
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Podolskij, Mark
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Teräsvirta, Timo
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CREATES research paper
Journal of econometrics
2,240
Economics letters
1,171
Econometric theory
845
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
812
Econometric reviews
583
CEMMAP working papers / Centre for Microdata Methods and Practice
560
Discussion paper / Tinbergen Institute
491
NBER Working Paper
432
Journal of the American Statistical Association : JASA
398
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
394
NBER working paper series
389
European journal of operational research : EJOR
365
The econometrics journal
338
Journal of applied econometrics
336
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
323
International journal of forecasting
299
Applied economics letters
295
Applied economics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper / National Bureau of Economic Research, Inc.
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Computational economics
274
Discussion paper series / IZA
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Cowles Foundation discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
269
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of forecasting
252
Oxford bulletin of economics and statistics
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Econometrics : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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188
IZA Discussion Paper
184
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180
Journal of quantitative economics : official journal of the Indian Econometric Society
179
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ECONIS (ZBW)
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1
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
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2
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529445
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3
Nonparametric estimation of cumulative incidence functions for competing risks data with missing cause of failure
Effraimidis, Georgios
;
Dahl, Christian M.
-
2013
Persistent link: https://www.econbiz.de/10010226782
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4
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
-
2011
Persistent link: https://www.econbiz.de/10009413031
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5
Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard
-
2009
Persistent link: https://www.econbiz.de/10003849417
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6
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne
;
Lunde, Asger
;
Wei, Wei
-
2015
Persistent link: https://www.econbiz.de/10011373234
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7
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
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8
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
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9
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
10
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
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