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isPartOf:"Journal of macroeconomics"
subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"The econometrics journal"
~person:"Nielsen, Morten Ørregaard"
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Zeitreihenanalyse
Cointegration
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Theorie
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6
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Nielsen, Morten Ørregaard
Johansen, Søren
6
Podolskij, Mark
6
Grassi, Stefano
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
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Kruse, Robinson
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Nielsen, Bent
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Bredahl Kock, Anders
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Bauwens, Luc
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Christensen, Bent Jesper
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Delle Monache, Davide
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Dias, Gustavo Fruet
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Foster, John
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Hillebrand, Eric
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Hinich, Melvin J.
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Journal of macroeconomics
CREATES research paper
The econometrics journal
Journal of applied econometrics
2
Queen's Economics Department working paper
2
Discussion papers / Department of Economics, University of Copenhagen
1
Econometric theory
1
Journal of econometrics
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The journal of futures markets
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ECONIS (ZBW)
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Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
2
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
-
2014
Persistent link: https://www.econbiz.de/10010394599
Saved in:
3
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
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