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Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Nielsen, Bent (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834963
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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
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Analysis of co-explosive processes
Nielsen, Bent (contributor) - 2005
Persistent link: https://www.econbiz.de/10002844948
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Singular vector autoregressions with deterministic terms : strong consistency and lag order determination
Nielsen, Bent - 2008
Persistent link: https://www.econbiz.de/10003807452
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Test for cointegration rank in general vector autoregressions
Nielsen, Bent - 2009
Persistent link: https://www.econbiz.de/10003881805
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Correlograms for non-stationary autoregressions
Nielsen, Bent (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752410
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Short-run parameter changes in a cointegrated vector autoregressive model
Kurita, Takamitsu (contributor); Nielsen, Bent (contributor) - 2005
Persistent link: https://www.econbiz.de/10002639912
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Two sided analysis of variance with a latent time series
Hansen, Lars Hougaard (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002396513
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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
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Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10008659876