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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"CREATES research paper"
~person:"Nielsen, Morten Ørregaard"
~type:"book"
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Estimation theory
Schätzung
Cointegration
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VAR-Modell
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Estimation
5
Time series analysis
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backwardation
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Nielsen, Morten Ørregaard
Andreasen, Martin Møller
5
Santucci de Magistris, Paolo
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Grassi, Stefano
3
Haldrup, Niels
3
Bollerslev, Tim
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Callot, Laurent
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2
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1
Bennedsen, Mikkel
1
Bolko, Anine E.
1
Borup, Daniel
1
Callot, Laurent A. F.
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Caner, Mehmet
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Cattaneo, Matias D.
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Christensen, Bent Jesper
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Crump, Richard K.
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Dang, Mads
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Davidson, Russell
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Ergemen, Yunus Emre
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Haulde, Javier
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CREATES research paper
Queen's Economics Department working paper
3
Discussion papers / Department of Economics, University of Copenhagen
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
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ECONIS (ZBW)
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1
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
2
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
3
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:
4
A fractionally cointegrated VAR analysis of economic voting and political support
Jones, Maggie E. C.
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394610
Saved in:
5
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
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