Narrow search
Showing 1 - 10 of 13
Cover Image
Consistent covariance matrix estimation for linear processes
Jansson, Michael - 1999
Persistent link: https://www.econbiz.de/10001430974
Cover Image
Directional congestion and regime switching in a long memory model for electricity prices
Haldrup, Niels (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003139586
Cover Image
Spurious regression, cointegration, and near cointegration : a unifying approach
Haldrup, Niels; Jansson, Michael - 1999
Persistent link: https://www.econbiz.de/10001372940
Cover Image
Improving size and power in unit root testing
Haldrup, Niels (contributor); Jansson, Michael (contributor) - 2005
Persistent link: https://www.econbiz.de/10002678916
Cover Image
Testing for unit roots with stationary covariates
Elliott, Graham; Jansson, Michael - 2000
Persistent link: https://www.econbiz.de/10001471510
Cover Image
Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001695143
Cover Image
Local empirical spectral measure of multivariate process with long range dependence
Ørregaard Nielsen, Morten (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712283
Cover Image
Semiparametric estimation in time series regression with long range dependence
Ørregaard Nielsen, Morten (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712292
Cover Image
Multivariate lagrange multiplier tests for fractional integration
Ørregaard Nielsen, Morten (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712293
Cover Image
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218