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Nearly efficient likelihood ratio tests of a unit root in an autoregressive model of arbitrary order
Brien, Samuel
;
Jansson, Michael
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
40
(
2024
)
5
,
pp. 1159-1183
Persistent link: https://www.econbiz.de/10015154320
Saved in:
2
A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
Nielsen, Morten Ørregaard
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1515-1544
Persistent link: https://www.econbiz.de/10003904421
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3
Consistent covariance matrix estimation for linear processes
Jansson, Michael
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1449-1459
Persistent link: https://www.econbiz.de/10001716914
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4
Stationarity testing with covariates
Jansson, Michael
- In:
Econometric theory
20
(
2004
)
1
,
pp. 56-94
Persistent link: https://www.econbiz.de/10001904780
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5
Unbiasedness of the OLS estimator with Random regressors : solution
Jansson, Michael
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1263-1264
Persistent link: https://www.econbiz.de/10002424973
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6
Mixed normal inference on multicointegration
Boswijk, Herman Peter
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1565-1576
Persistent link: https://www.econbiz.de/10008662656
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7
Weak convergence to derivatives of fractional brownian motion
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
40
(
2024
)
4
,
pp. 859-874
Persistent link: https://www.econbiz.de/10015154308
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8
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:
9
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:
10
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
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