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subject:"Time series analysis"
type_genre:"Collection of articles written by one author"
~person:"Nielsen, Frank S."
~subject:"Kointegration"
~type_genre:"Non-commercial literature"
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Time series analysis
Kointegration
Estimation theory
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Nichtparametrisches Verfahren
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Stochastic process
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Nielsen, Frank S.
Gao, Jiti
38
Phillips, Peter C. B.
32
Koopman, Siem Jan
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Johansen, Søren
27
Nielsen, Morten Ørregaard
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Lütkepohl, Helmut
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Maravall Herrero, Agustín
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Teräsvirta, Timo
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Franses, Philip Hans
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Sibbertsen, Philipp
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Kapetanios, George
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Lucas, André
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Pesaran, M. Hashem
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Peng, Bin
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Koop, Gary
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Linton, Oliver
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Nielsen, Bent
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Swanson, Norman R.
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Brännäs, Kurt
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Gouriéroux, Christian
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Härdle, Wolfgang
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Hyndman, Rob J.
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Breitung, Jörg
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Gómez, Víctor
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Li, Degui
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Ooms, Marius
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Spokojnyj, Vladimir G.
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Taylor, Robert
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Wagner, Martin
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Beran, Jan
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Blasques, Francisco
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Cavaliere, Giuseppe
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Croux, Christophe
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Dong, Chaohua
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Martin, Gael M.
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Schlicht, Ekkehart
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Tjostheim, Dag
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Brakel, Jan A. van den
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Cai, Zongwu
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Huber, Florian
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PhD thesis / School of Economics and Management, University of Aarhus
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On the estimation of fractionally integrated processes
Nielsen, Frank S.
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2009
Persistent link: https://www.econbiz.de/10003839270
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