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Identification and forecasting in the Lee-Carter model
Nielsen, Bent; Nielsen, Jens Perch - 2010
Persistent link: https://www.econbiz.de/10008822237
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Test for cointegration rank in general vector autoregressions
Nielsen, Bent - 2009
Persistent link: https://www.econbiz.de/10003881805
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Analysis of co-explosive processes
Nielsen, Bent (contributor) - 2005
Persistent link: https://www.econbiz.de/10002844948
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On the distribution of likelihood ratio test statistics for cointegration rank
Nielsen, Bent - In: Econometric reviews 23 (2004) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001944637
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The role of income in money demand during hyper-inflation: the case of Yugoslavia
Mladenović, Zorica; Nielsen, Bent - 2009
Persistent link: https://www.econbiz.de/10003838897
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Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003978304
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Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10008659876
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren; Nielsen, Bent - 2016
Persistent link: https://www.econbiz.de/10011524568
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Asymptotic theory for cointegration analysis when the cointegration rank is deficient
Bernstein, David; Nielsen, Bent - 2014
Persistent link: https://www.econbiz.de/10010458257
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Short-run parameter changes in a cointegrated vector autoregressive model
Kurita, Takamitsu (contributor); Nielsen, Bent (contributor) - 2005
Persistent link: https://www.econbiz.de/10002639912