Narrow search
Showing 1 - 5 of 5
Cover Image
Efficient inference in multivariate fractionally integrated time series models
Nielsen, Morten Ørregaard - In: The econometrics journal 7 (2004) 1, pp. 63-97
Persistent link: https://www.econbiz.de/10002121962
Cover Image
Fully modified narrow-band least squares estimation of weak fractional cointegration
Nielsen, Morten Ørregaard; Frederiksen, Per - In: The econometrics journal 14 (2011) 1, pp. 77-120
Persistent link: https://www.econbiz.de/10009007591
Cover Image
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility
Boswijk, Herman Peter; Zu, Yang - In: The econometrics journal 21 (2018) 2, pp. 87-113
Persistent link: https://www.econbiz.de/10012166602
Cover Image
Efficient inference in multivariate fractionally integrated time series models
Nielsen, Morten Ørregaard - In: The econometrics journal 7 (2004) 1, pp. 63-97
Persistent link: https://www.econbiz.de/10007449962
Cover Image
Fully modified narrow‐band least squares estimation of weak fractional cointegration
Nielsen, Morten Ørregaard; Frederiksen, Per - In: The econometrics journal 14 (2011) 1, pp. 77-121
Persistent link: https://www.econbiz.de/10008845134