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subject:"Zeitreihenanalyse"
subject:"Seasonal variations"
~person:"Nielsen, Morten Ørregaard"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Seasonal variations
Estimation theory
19
Schätztheorie
19
Time series analysis
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Cluster analysis
5
Clusteranalyse
5
Regional cluster
5
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4
Cointegration
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Kointegration
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Cluster-robust variance estimator
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Fractional integration
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Induktive Statistik
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Conditional sum-of-squares
2
Einheitswurzeltest
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Estimation
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Grouped data
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Heteroscedasticity
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Heteroskedastizität
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
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Nichtparametrisches Verfahren
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Nonparametric statistics
2
Quasi-maximum likelihood estimation
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Schätzung
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Theorie
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Unit root test
2
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Nielsen, Morten Ørregaard
Phillips, Peter C. B.
28
Leybourne, Stephen James
18
Linton, Oliver
16
Taylor, Robert
16
Teräsvirta, Timo
16
Lütkepohl, Helmut
15
Harvey, Andrew C.
14
Hassler, Uwe
14
Johansen, Søren
14
Chambers, Marcus J.
13
Gao, Jiti
13
Perron, Pierre
13
Xiao, Zhijie
11
Baillie, Richard
10
Koop, Gary
10
Robinson, Peter M.
10
Tauchen, George Eugene
10
Zhu, Ke
10
Franses, Philip Hans
9
Harvey, David I.
9
Hendry, David F.
9
Kapetanios, George
9
Li, Jia
9
Lucas, André
9
McAleer, Michael
9
Westerlund, Joakim
9
Baltagi, Badi H.
8
Bauwens, Luc
8
Chen, Xiaohong
8
Granger, C. W. J.
8
Hong, Yongmiao
8
Koopman, Siem Jan
8
Li, Qi
8
McElroy, Tucker
8
Politis, Dimitris N.
8
Ramírez, Miguel D.
8
Sun, Yixiao
8
Boswijk, Herman Peter
7
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Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of applied econometrics
1
Journal of econometrics
1
Journal of empirical finance
1
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ECONIS (ZBW)
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1
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
3
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:
4
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
36
(
2020
)
4
,
pp. 751-772
Persistent link: https://www.econbiz.de/10012258429
Saved in:
5
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
6
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
Saved in:
7
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
8
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:
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