Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Semiparametric Estimation in T...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
5
Zeitreihenanalyse
5
Estimation theory
3
Schätztheorie
3
Theorie
2
Theory
2
ARMA model
1
ARMA-Modell
1
Analysis of variance
1
Einheitswurzeltest
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Metal market
1
Metallmarkt
1
Modellierung
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Scientific modelling
1
Statistical method
1
Statistische Methode
1
Unit root test
1
Varianzanalyse
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Undetermined
3
Author
All
Nielsen, Morten Ørregaard
7
Johansen, Søren
3
Ørregaard Nielsen, Morten
2
Hualde, Javier
1
Seo, Won-Ki
1
Seong, Dakyung
1
Published in...
All
Econometric theory
Queen's Economics Department working paper
56
Queen's Economics Department Working Paper
43
Working Papers / Economics Department, Queen's University
35
CREATES research paper
31
CREATES Research Papers
23
Journal of econometrics
20
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Queen’s Economics Department Working Paper
12
Economics working paper
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Discussion papers / Department of Economics, University of Copenhagen
7
CREATES Research Paper
6
Journal of Time Series Analysis
6
Discussion Papers / Økonomisk Institut, Københavns Universitet
5
Journal of Econometrics
5
Economics letters
4
Journal of empirical finance
4
The econometrics journal
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of applied econometrics
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Econometric Theory
2
Econometrica
2
Econometrics Journal
2
Energy economics
2
Journal of Applied Econometrics
2
Journal of Empirical Finance
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of time series econometrics
2
Macroeconomic dynamics
2
The review of economics and statistics
2
Aarhus University Economics Paper
1
CAE working paper
1
CREATES Research Paper 2009-2
1
CREATES Research Paper 2009-55
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Research Department, Bank of Israel
1
Econometric Reviews
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
OLC EcoSci
3
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
