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Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Nielsen, Bent (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834963
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Short-run parameter changes in a cointegrated vector autoregressive model
Kurita, Takamitsu (contributor); Nielsen, Bent (contributor) - 2005
Persistent link: https://www.econbiz.de/10002639912
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Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Nielsen, Bent - In: Econometric theory 21 (2005) 3, pp. 534-561
Persistent link: https://www.econbiz.de/10002794764
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Analysis of co-explosive processes
Nielsen, Bent (contributor) - 2005
Persistent link: https://www.econbiz.de/10002844948
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On the distribution of likelihood ratio test statistics for cointegration rank
Nielsen, Bent - In: Econometric reviews 23 (2004) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001944637
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Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10008659876
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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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An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren; Nielsen, Bent - 2008
Persistent link: https://www.econbiz.de/10003807422
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Singular vector autoregressions with deterministic terms : strong consistency and lag order determination
Nielsen, Bent - 2008
Persistent link: https://www.econbiz.de/10003807452
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An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren; Nielsen, Bent - In: The methodology and practice of econometrics : a …, (pp. 1-36). 2009
Persistent link: https://www.econbiz.de/10003857820