//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Asymptotics for the conditiona...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
82
Zeitreihenanalyse
82
Cointegration
78
Kointegration
78
Estimation theory
77
Schätztheorie
77
Theorie
77
Theory
77
VAR model
42
VAR-Modell
42
Einheitswurzeltest
35
Unit root test
35
Volatility
28
Volatilität
28
Estimation
25
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Schätzung
25
Induktive Statistik
24
Maximum likelihood estimation
24
Maximum-Likelihood-Schätzung
24
Statistical inference
24
Bootstrap approach
23
Bootstrap-Verfahren
23
Stochastic process
23
Stochastischer Prozess
23
Cluster analysis
19
Clusteranalyse
19
Regional cluster
19
Regionales Cluster
19
ARCH model
17
ARCH-Modell
17
Statistical test
15
Statistischer Test
15
CRVE
13
cluster-robust variance estimator
13
Modellierung
12
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Scientific modelling
12
more ...
less ...
Online availability
All
Free
119
Undetermined
17
Type of publication
All
Book / Working Paper
172
Article
51
Journal
1
Type of publication (narrower categories)
All
Arbeitspapier
120
Working Paper
120
Graue Literatur
117
Non-commercial literature
117
Article in journal
52
Aufsatz in Zeitschrift
52
Collection of articles of several authors
1
Monografische Reihe
1
Sammelwerk
1
Series
1
more ...
less ...
Language
All
English
213
Undetermined
11
Author
All
Nielsen, Morten Ørregaard
210
Johansen, Søren
27
Christensen, Bent Jesper
25
MacKinnon, James G.
23
Webb, Matthew
15
Jansson, Michael
14
Frederiksen, Per
13
Ørregaard Nielsen, Morten
13
Taylor, Robert
11
Xu, Ke
10
Dolatabadi, Sepideh
9
Haldrup, Niels
9
Busch, Thomas
8
Cavaliere, Giuseppe
8
Zhu, Jie
8
Johansen, Soren
6
Hualde, Javier
5
Boswijk, Herman Peter
4
Frederiksen, Per Skaarup
4
Narayan, Paresh Kumar
4
Nielsen, Frank S.
4
Popiel, Michal Ksawery
4
Sommer, Margit
4
Andersen, Torben
3
Bollerslev, Tim
3
Brendstrup, Bjarne
3
Djogbenou, Antoine A.
3
Hylleberg, Svend
3
Iacone, Fabrizio
3
Jones, Maggie E. C.
3
Rosholm, Michael
3
Seong, Dakyung
3
Skipper, Lars
3
Stentoft, Lars
3
Zussman, Asaf
3
Zussman, Noam
3
Brien, Samuel
2
Nielsen, Frank
2
Noack Jensen, Andreas
2
Roodman, David Malin
2
more ...
less ...
Institution
All
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Centre for Analytical Finance <Århus>
8
Aarhus Universitet / Institut for økonomi
1
Bank of Israel / Research Department
1
Published in...
All
Queen's Economics Department working paper
56
CREATES research paper
31
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Journal of econometrics
14
Economics working paper
9
Econometric theory
8
Discussion papers / Department of Economics, University of Copenhagen
7
CREATES Research Paper
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of applied econometrics
3
Journal of empirical finance
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Discussion paper series / Research Department, Bank of Israel
2
Economics letters
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The econometrics journal
2
Aarhus University Economics Paper
1
CAE working paper
1
CREATES Research Paper 2009-2
1
CREATES Research Paper 2009-55
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economica
1
Energy economics
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The journal of futures markets
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 12-097/III
1
University of Aarhus Economics Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
848
EconStor
55
OLC EcoSci
23
Other ZBW resources
4
Showing
1
-
10
of
224
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate Lagrange Multiplier tests for fractional integration
Nielsen, Morten Ørregaard
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002612179
Saved in:
2
Spectral analysis of fractionally cointegrated systems
Nielsen, Morten Ørregaard
- In:
Economics letters
83
(
2004
)
2
,
pp. 225-231
Persistent link: https://www.econbiz.de/10001991527
Saved in:
3
Noncontemporaneous cointegration and the importance of timing
Nielsen, Morten Ørregaard
- In:
Economics letters
86
(
2005
)
1
,
pp. 113-119
Persistent link: https://www.econbiz.de/10002516515
Saved in:
4
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
5
Multivariate lagrange multiplier tests for fractional integration
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 372-398
Persistent link: https://www.econbiz.de/10002989096
Saved in:
6
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
Saved in:
7
Noncontemporaneous cointegration and the importance of timing
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227585
Saved in:
8
Optimal residual-based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10002135512
Saved in:
9
A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
Nielsen, Morten Ørregaard
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1515-1544
Persistent link: https://www.econbiz.de/10003904421
Saved in:
10
Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 170-187
Persistent link: https://www.econbiz.de/10003966977
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->