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Econometric theory
Working Papers / Economics Department, Queen's University
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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
Saved in:
2
Efficient likelihood inference in nonstationary univariate models
Nielsen, Morten Ørregaard
- In:
Econometric theory
20
(
2004
)
1
,
pp. 116-146
Persistent link: https://www.econbiz.de/10001904824
Saved in:
3
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
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
A necessary moment condition for the fractional functional central limit theorem
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
28
(
2012
)
3
,
pp. 671-679
Persistent link: https://www.econbiz.de/10009545803
Saved in:
9
The exact likelihood function for an empirical job search model
Christensen, Bent Jesper
- In:
Econometric theory
7
(
1991
)
4
,
pp. 464-486
Persistent link: https://www.econbiz.de/10001117738
Saved in:
10
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/10008325218
Saved in:
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