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subject:"Cointegration"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~person:"Nielsen, Morten Ørregaard"
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Cointegration
Kointegration
5
Nichtparametrisches Verfahren
3
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1988-1995
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Nielsen, Morten Ørregaard
Phillips, Peter C. B.
12
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7
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7
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6
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6
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2
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17
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13
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1
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 214-229
Persistent link: https://www.econbiz.de/10011974563
Saved in:
2
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011326813
Saved in:
3
Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 170-187
Persistent link: https://www.econbiz.de/10003966977
Saved in:
4
Determining the cointegrating rank in nonstationary frational system by the exact local Whittle approach
Nielsen, Morten Ørregaard
;
Shimotsu, Katsumi
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 574-596
Persistent link: https://www.econbiz.de/10003571326
Saved in:
5
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
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