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type_genre:"Non-commercial literature"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"CREATES research paper"
~person:"Hafner, Christian M."
~person:"Nielsen, Morten Ørregaard"
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Search: subject_exact:"Estimation theory"
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Estimation theory
24
Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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cluster-robust variance estimator
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wild cluster bootstrap
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Linear algebra
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Hafner, Christian M.
Nielsen, Morten Ørregaard
Teräsvirta, Timo
12
Johansen, Søren
10
Kristensen, Dennis
8
Podolskij, Mark
7
Preminger, Arie
7
Van Bellegem, Sébastien
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6
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Christensen, Kim
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Hounyo, Ulrich
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Varneskov, Rasmus Tangsgaard
5
Yang, Yukai
5
Andersen, Torben
4
Hillebrand, Eric
4
Lunde, Asger
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MacKinnon, James G.
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Storti, Giuseppe
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Taylor, Robert
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Bennedsen, Mikkel
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Bouezmarni, Taoufik
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Cavaliere, Giuseppe
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Crump, Richard K.
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Florens, Jean-Pierre
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Johannes, Jan
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Kanaya, Shin
3
Kock, Anders Bredahl
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Medeiros, Marcelo C.
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Nielsen, Bent
3
Parra-Alvarez, Juan Carlos
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Posch, Olaf
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CORE discussion papers : DP
CREATES research paper
Queen's Economics Department working paper
23
CORE discussion paper : DP
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2
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ECONIS (ZBW)
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Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
2
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
3
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
5
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
Saved in:
6
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
7
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
8
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
9
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
-
2019
Persistent link: https://www.econbiz.de/10012063541
Saved in:
10
A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
-
2019
Persistent link: https://www.econbiz.de/10012215223
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