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Non-parametric regression with a latent time series
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor - In: The econometrics journal 12 (2009) 2, pp. 187-207
Persistent link: https://www.econbiz.de/10003875342
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Cointegration analysis in the presence of structural breaks in the deterministic trend
Johansen, Søren; Mosconi, Rocco; Nielsen, Bent - In: The econometrics journal 3 (2000) 2, pp. 216-249
Persistent link: https://www.econbiz.de/10001546189
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Testing for rational bubbles in a coexplosive vector autoregression
Engsted, Tom; Nielsen, Bent - In: The econometrics journal 15 (2012) 2, pp. 226-254
Persistent link: https://www.econbiz.de/10009614927
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The empirical process of autoregressive residuals
Engler, Eric; Nielsen, Bent - In: The econometrics journal 12 (2009) 2, pp. 367-381
Persistent link: https://www.econbiz.de/10003875827
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The empirical process of autoregressive residuals
Engler, Eric; Nielsen, Bent - In: The econometrics journal 12 (2009) 2, pp. 367-381
Persistent link: https://www.econbiz.de/10008279061