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~person:"Nielsen, Bent"
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Search: subject_exact:"Autoregressive model"
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9
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9
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Nielsen, Bent
Phillips, Peter C. B.
60
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43
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36
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30
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23
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13
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12
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12
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12
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12
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12
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11
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11
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11
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11
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11
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11
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Properties of estimated characteristic roots
Nielsen, Bent
(
contributor
);
Bohn Nielsen, Heino
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003714678
Saved in:
2
Properties of estimated characteristic roots
Nielsen, Bent
;
Bohn Nielsen, Heino
-
2008
Persistent link: https://www.econbiz.de/10003807439
Saved in:
3
The empirical process of autoregressive residuals
Engler, Eric
(
contributor
);
Nielsen, Bent
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003481758
Saved in:
4
Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression
Nielsen, Bent
(
contributor
);
Reade, J. James
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002396524
Saved in:
5
Power of tests for unit roots in the presence of a linear trend
Nielsen, Bent
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835002
Saved in:
6
The empirical process of autoregressive residuals
Engler, Eric
;
Nielsen, Bent
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10003875827
Saved in:
7
Power of tests for unit roots in the presence of a linear trend
Nielsen, Bent
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 619-644
Persistent link: https://www.econbiz.de/10003759116
Saved in:
8
Simulating properties of the likelihood ratio test for a unit root in an explosive second-order autoregression
Nielsen, Bent
;
Reade, J. James
- In:
Econometric reviews
26
(
2007
)
5
,
pp. 487-501
Persistent link: https://www.econbiz.de/10003549297
Saved in:
9
The asymptotic distribution of unit root tests of unstable autoregressive processes
Nielsen, Bent
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
1
,
pp. 211-219
Persistent link: https://www.econbiz.de/10001545117
Saved in:
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