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type_genre:"Non-commercial literature"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"CREATES research paper"
~person:"Kristensen, Dennis"
~person:"Nielsen, Morten Ørregaard"
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Search: subject_exact:"Estimation theory"
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Estimation theory
23
Schätztheorie
23
Time series analysis
15
Zeitreihenanalyse
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Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Bootstrap approach
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Clusteranalyse
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cluster-robust variance estimator
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nonstationarity
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wild cluster bootstrap
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Maximum likelihood estimation
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Kristensen, Dennis
Nielsen, Morten Ørregaard
Teräsvirta, Timo
12
Johansen, Søren
10
Hafner, Christian M.
9
Podolskij, Mark
7
Preminger, Arie
7
Van Bellegem, Sébastien
7
Bauwens, Luc
6
Cattaneo, Matias D.
6
Jansson, Michael
6
Kruse, Robinson
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Hounyo, Ulrich
5
Varneskov, Rasmus Tangsgaard
5
Yang, Yukai
5
Andersen, Torben
4
Hillebrand, Eric
4
Lunde, Asger
4
MacKinnon, James G.
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Storti, Giuseppe
4
Taylor, Robert
4
Bennedsen, Mikkel
3
Bouezmarni, Taoufik
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Florens, Jean-Pierre
3
Johannes, Jan
3
Kanaya, Shin
3
Kock, Anders Bredahl
3
Medeiros, Marcelo C.
3
Nielsen, Bent
3
Parra-Alvarez, Juan Carlos
3
Posch, Olaf
3
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CORE discussion papers : DP
CREATES research paper
Queen's Economics Department working paper
23
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Discussion papers / Department of Economics, University of Copenhagen
3
Discussion paper series / LSE Financial Markets Group
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
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
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