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Nielsen, Morten Ørregaard
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Jansson, Michael
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Econometrica
Queen's Economics Department working paper
55
Queen's Economics Department Working Paper
43
Working Papers / Economics Department, Queen's University
35
CREATES research paper
31
CREATES Research Papers
24
Journal of econometrics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Queen’s Economics Department Working Paper
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Econometric theory
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Marine resource economics
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Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
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Economics working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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TemaNord
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Discussion papers / Department of Economics, University of Copenhagen
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CREATES Research Paper
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Journal of Time Series Analysis
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Discussion Papers / Økonomisk Institut, Københavns Universitet
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Journal of Econometrics
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Economics letters
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The econometrics journal
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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Discussion paper series / Research Department, Bank of Israel
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Econometric Theory
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Econometric reviews
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Econometrics Journal
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Energy economics
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Journal of Applied Econometrics
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Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
Jansson, Michael
;
Nielsen, Morten Ørregaard
- In:
Econometrica
80
(
2012
)
5
,
pp. 2321-2332
Persistent link: https://www.econbiz.de/10011026249
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2
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometrica
80
(
2012
)
6
,
pp. 2667-2732
Persistent link: https://www.econbiz.de/10011026270
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