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person:"Breitung, Jörg"
subject:"Zeitreihenanalyse"
~person:"Nielsen, Morten Ørregaard"
~subject:"Inflationserwartung"
~type:"article"
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Breitung, Jörg
Nielsen, Morten Ørregaard
Gil-Alaña, Luis A.
81
Caporale, Guglielmo Maria
41
Gupta, Rangan
35
Tiwari, Aviral Kumar
24
Chang, Tsangyao
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ECONIS (ZBW)
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1
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
2
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
3
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10011348418
Saved in:
4
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
5
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
6
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
Schumacher, Christian
;
Breitung, Jörg
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 386-398
Persistent link: https://www.econbiz.de/10003764088
Saved in:
7
Dynamic factor models
Breitung, Jörg
;
Eickmeier, Sandra
- In:
Modern econometric analysis : surveys on recent …
,
(pp. 25-40)
.
2006
Persistent link: https://www.econbiz.de/10003375817
Saved in:
8
Dynamic factor models
Breitung, Jörg
;
Eickmeier, Sandra
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
90
(
2006
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10003284766
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