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subject:"Estimation theory"
isPartOf:"Journal of applied econometrics"
~person:"Nielsen, Morten Ørregaard"
~isPartOf:"Econometric reviews"
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Estimation theory
Schätztheorie
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Bootstrap approach
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Bootstrap-Verfahren
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CRVE
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Cluster analysis
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cluster sizes
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cluster-robust variance estimator
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clustered data
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cointegration rank
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fractional cointegration
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fractional unit root
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grouped data
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model averaging
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numerical distribution function
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Nielsen, Morten Ørregaard
Baltagi, Badi H.
11
Hsiao, Cheng
7
Racine, Jeffrey
7
Teräsvirta, Timo
7
Ullah, Aman
7
Maasoumi, Esfandiar
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McAleer, Michael
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Pesaran, M. Hashem
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Gao, Jiti
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Kumbhakar, Subal
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Li, Qi
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Perron, Pierre
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Bera, Anil K.
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Dufour, Jean-Marie
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Hall, Alastair R.
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Kao, Chihwa
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Kapetanios, George
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Lee, Lung-fei
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Linton, Oliver
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Liu, Long
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Liu, Xiaodong
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Otsu, Taisuke
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Pagan, Adrian R.
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Tu, Yundong
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Wan, Alan T. K.
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Wooldridge, Jeffrey M.
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Ai, Chunrong
3
Bai, Jushan
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Baillie, Richard
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Bao, Yong
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Boswijk, Herman Peter
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Breitung, Jörg
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Cai, Zongwu
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Calzolari, Giorgio
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Caner, Mehmet
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Deb, Partha
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Doppelhofer, Gernot
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Fan, Yanqin
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Journal of applied econometrics
Econometric reviews
Queen's Economics Department working paper
23
CREATES research paper
15
Journal of econometrics
6
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The econometrics journal
2
CAE working paper
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Discussion papers / Department of Economics, University of Copenhagen
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 671-694
Persistent link: https://www.econbiz.de/10014338128
Saved in:
2
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:
3
Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration
Nielsen, Morten Ørregaard
;
Frederiksen, Per Houmann
- In:
Econometric reviews
24
(
2005
)
4
,
pp. 405-443
Persistent link: https://www.econbiz.de/10003242862
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