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31
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31
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7
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Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A. M. Robert
- In:
Estudios de economía aplicada : revista promovida por …
28
(
2010
)
3
,
pp. 519-551
Persistent link: https://www.econbiz.de/10010097157
Saved in:
2
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion
Cavaliere, Giuseppe
;
Taylor, A. M. Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10010088588
Saved in:
3
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A. M. Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1741
Persistent link: https://www.econbiz.de/10009997697
Saved in:
4
Wild Bootstrap of the Sample Mean in the Infinite Variance Case
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Robert Taylor, A. M.
- In:
Econometric reviews
32
(
2013
)
2
,
pp. 204-219
Persistent link: https://www.econbiz.de/10010053018
Saved in:
5
A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM
Johansen, Søren
;
Ørregaard Nielsen, Morten
- In:
Econometric theory
28
(
2011
)
3
,
pp. 671-680
Persistent link: https://www.econbiz.de/10009968679
Saved in:
6
Noncontemporaneous cointegration and the importance of timing
Nielsen, Morten Ørregaard
- In:
Economics letters
86
(
2005
)
1
,
pp. 113-120
Persistent link: https://www.econbiz.de/10006749174
Saved in:
7
Spectral analysis of fractionally cointegrated systems
Nielsen, Morten Ørregaard
- In:
Economics letters
83
(
2004
)
2
,
pp. 225-232
Persistent link: https://www.econbiz.de/10006757772
Saved in:
8
SEASONALITY IN ECONOMIC MODELS
Brendstrup, Bjarne
;
Hylleberg, Svend
;
Nielsen, Morten …
- In:
Macroeconomic dynamics
8
(
2004
)
3
,
pp. 362-394
Persistent link: https://www.econbiz.de/10006022368
Saved in:
9
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/10008214558
Saved in:
10
Local Whittle Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation
Nielsen, Morten Ørregaard
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 427-446
Persistent link: https://www.econbiz.de/10008221521
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