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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218
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2
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664223
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3
Local whittle analysis of stationary fractional cointegration
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664225
Saved in:
4
Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001695143
Saved in:
5
Local empirical spectral measure of multivariate process with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712283
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6
Semiparametric estimation in time series regression with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712292
Saved in:
7
Multivariate lagrange multiplier tests for fractional integration
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712293
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8
Directional congestion and regime switching in a long memory model for electricity prices
Haldrup, Niels
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003139586
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9
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high frequency
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599613
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