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Nielsen, Morten Ørregaard
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Testing the CVAR in the Fractional CVAR Model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of Time Series Analysis
39
(
2018
)
6
,
pp. 836-849
Persistent link: https://www.econbiz.de/10012094932
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2
Nonstationary Cointegration in the Fractionally Cointegrated VAR Model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of Time Series Analysis
40
(
2018
)
4
,
pp. 519-543
Persistent link: https://www.econbiz.de/10012094962
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Special Issue of the Journal of Time Series Analysis in Honour of the 35th Anniversary of the Publication of Geweke and Porter‐Hudak (1983): Guest Editors'...
Nielsen, Morten Ørregaard
;
Hualde, Javier
- In:
Journal of Time Series Analysis
40
(
2019
)
4
,
pp. 386-387
Persistent link: https://www.econbiz.de/10012095001
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4
To infinity and beyond : Efficient computation of ARCH( ∞ ) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
- In:
Journal of Time Series Analysis
42
(
2020
)
3
,
pp. 338-354
Persistent link: https://www.econbiz.de/10012410065
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