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A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
Nielsen, Morten Ørregaard - In: Econometric theory 25 (2009) 6, pp. 1515-1544
Persistent link: https://www.econbiz.de/10003904421
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Efficient likelihood inference in nonstationary univariate models
Nielsen, Morten Ørregaard - In: Econometric theory 20 (2004) 1, pp. 116-146
Persistent link: https://www.econbiz.de/10001904824
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The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren; Nielsen, Morten Ørregaard - In: Econometric theory 32 (2016) 5, pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
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Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier; Nielsen, Morten Ørregaard - In: Econometric theory 36 (2020) 4, pp. 751-772
Persistent link: https://www.econbiz.de/10012258429
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Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard; Seo, Won-Ki; Seong, Dakyung - In: Econometric theory 39 (2023) 3, pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
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The exact likelihood function for an empirical job search model
Christensen, Bent Jesper - In: Econometric theory 7 (1991) 4, pp. 464-486
Persistent link: https://www.econbiz.de/10001117738
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A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC
Nielsen, Morten Ørregaard - In: Econometric theory 25 (2009) 6, pp. 1515-1544
Persistent link: https://www.econbiz.de/10008325218
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EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS
Nielsen, Morten Ørregaard - In: Econometric theory 20 (2004) 1, pp. 116-146
Persistent link: https://www.econbiz.de/10006965154
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A necessary moment condition for the fractional functional central limit theorem
Johansen, Søren; Ørregaard Nielsen, Morten - In: Econometric theory 28 (2012) 3, pp. 671-679
Persistent link: https://www.econbiz.de/10009545803
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A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM
Johansen, Søren; Ørregaard Nielsen, Morten - In: Econometric theory 28 (2011) 3, pp. 671-680
Persistent link: https://www.econbiz.de/10009968679