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Analysis of coexplosive processes
Nielsen, Bent - In: Econometric theory 26 (2010) 3, pp. 882-915
Persistent link: https://www.econbiz.de/10003992440
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Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Nielsen, Bent - In: Econometric theory 21 (2005) 3, pp. 534-561
Persistent link: https://www.econbiz.de/10002794764
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Asymptotic behavior of the cusum of squares test under stochastic and deterministic time trends
Nielsen, Bent; Sohkanen, Jouni S. - In: Econometric theory 27 (2011) 4, pp. 913-927
Persistent link: https://www.econbiz.de/10009311641
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Boundedness of m-estimators for linear regression in time series
Johansen, Søren; Nielsen, Bent - In: Econometric theory 35 (2019) 3, pp. 653-683
Persistent link: https://www.econbiz.de/10012146163
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Cumulated sum of squares statistics for nonlinear and nonstationary regressions
Berenguer-Rico, Vanessa; Nielsen, Bent - In: Econometric theory 36 (2020) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10012156782
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ANALYSIS OF COEXPLOSIVE PROCESSES
Nielsen, Bent - In: Econometric theory 26 (2010) 3, pp. 882-916
Persistent link: https://www.econbiz.de/10008415352
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STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS
Nielsen, Bent - In: Econometric theory 21 (2005) 3, pp. 534-561
Persistent link: https://www.econbiz.de/10006959952
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ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS
Nielsen, Bent; Sohkanen, Jouni S. - In: Econometric theory 27 (2011) 4, pp. 913-928
Persistent link: https://www.econbiz.de/10009177567