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Nielsen, Morten Ørregaard
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CREATES research paper
Journal of econometrics
1,852
Economics letters
1,125
Econometric theory
765
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
702
Econometric reviews
524
Discussion paper / Tinbergen Institute
429
NBER Working Paper
420
CEMMAP working papers / Centre for Microdata Methods and Practice
416
IMF Working Papers
397
NBER working paper series
388
Journal of the American Statistical Association : JASA
350
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
334
Working paper / National Bureau of Economic Research, Inc.
307
The econometrics journal
300
Applied economics
282
Journal of applied econometrics
281
European journal of operational research : EJOR
269
Série des documents de travail / Centre de Recherche en Économie et Statistique
267
Applied economics letters
257
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
251
Discussion paper series / IZA
250
Working paper
246
Economic modelling
236
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
230
Oxford bulletin of economics and statistics
226
Cowles Foundation discussion paper
223
Working paper / Department of Econometrics and Business Statistics, Monash University
209
Discussion paper / Center for Economic Research, Tilburg University
206
International journal of forecasting
196
Computational economics
187
Discussion paper
187
Finance research letters
177
Journal of quantitative economics : official journal of the Indian Econometric Society
176
The review of economics and statistics
174
Econometrics : open access journal
173
Journal of forecasting
163
Insurance / Mathematics & economics
153
Journal of banking & finance
152
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ECONIS (ZBW)
163
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1
Least squares inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003849539
Saved in:
2
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:
3
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012316436
Saved in:
4
Wavelet estimation for dynamic factor models with time-varying loadings
Cataño, Duván Humberto
;
Rodríguez-Caballero, Carlos …
-
2019
Persistent link: https://www.econbiz.de/10012316927
Saved in:
5
Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson
;
Sandberg, Rickard
-
2010
Persistent link: https://www.econbiz.de/10008651719
Saved in:
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
Housing price forecastability : a factor analysis
Bork, Lasse
;
Møller, Stig V.
-
2012
Persistent link: https://www.econbiz.de/10009541862
Saved in:
8
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
9
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
-
2014
Persistent link: https://www.econbiz.de/10010413824
Saved in:
10
Four Australian banks and the multivariate time-varying smooth transition
correlation
GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
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