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Nielsen, Bent
13
Doornik, Jurgen A.
2
Rahbek, Anders
2
Engler, Eric
1
Harbo, Ingrid
1
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1
Johansen, Søren
1
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Econometric theory
3
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Oxford bulletin of economics and statistics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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OLC EcoSci
RePEc
2,055
ECONIS (ZBW)
120
EconStor
6
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1
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1
On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank
Nielsen, Bent
- In:
Econometric reviews
23
(
2004
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10006883463
Saved in:
2
Similarity Issues in Cointegration Analysis
Nielsen, Bent
;
Rahbek, Anders
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
1
,
pp. 5-22
Persistent link: https://www.econbiz.de/10006454595
Saved in:
3
Special Section on Exogeneity, Cointegration, and Economic Policy - Asymptotic Inference on Cointegrating Rank in Partial Systems
Harbo, Ingrid
;
Johansen, Søren
;
Nielsen, Bent
;
Rahbek, …
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 388-399
Persistent link: https://www.econbiz.de/10008218982
Saved in:
4
NOTES AND COMMENTS - The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes
Nielsen, Bent
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
1
,
pp. 211-220
Persistent link: https://www.econbiz.de/10006776111
Saved in:
5
Power of Tests for Unit Roots in the Presence of a Linear Trend
Nielsen, Bent
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 619-644
Persistent link: https://www.econbiz.de/10008103829
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6
Forecasting in an Extended Chain‐Ladder‐Type Model
Kuang, Di
;
Nielsen, Bent
;
Perch Nielsen, Jens
- In:
The journal of risk and insurance : the journal of the …
78
(
2011
)
2
,
pp. 345-360
Persistent link: https://www.econbiz.de/10009014382
Saved in:
7
ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS
Nielsen, Bent
;
Sohkanen, Jouni S.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 913-928
Persistent link: https://www.econbiz.de/10009177567
Saved in:
8
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
Saved in:
9
ANALYSIS OF COEXPLOSIVE PROCESSES
Nielsen, Bent
- In:
Econometric theory
26
(
2010
)
3
,
pp. 882-916
Persistent link: https://www.econbiz.de/10008415352
Saved in:
10
ARTICLES - Inference in Cointegrating Models: UK M1 Revisited
Doornik, Jurgen A.
;
Hendry, David F.
;
Nielsen, Bent
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 533-572
Persistent link: https://www.econbiz.de/10007691284
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