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
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
Improved likelihood ratio test...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
162
Schätztheorie
153
Theory
148
Estimation theory
145
Zeitreihenanalyse
127
Cointegration
122
Time series analysis
122
Kointegration
121
Einheitswurzeltest
64
Unit root test
64
VAR model
54
VAR-Modell
53
Volatilität
53
Nichtparametrisches Verfahren
49
Volatility
47
Nonparametric statistics
45
Estimation
43
Schätzung
43
Bootstrap approach
42
Bootstrap-Verfahren
42
Induktive Statistik
38
Stochastischer Prozess
38
Statistical inference
37
Stochastic process
35
fractional cointegration
35
Regression analysis
34
Regressionsanalyse
34
fractional integration
32
long memory
32
ARCH-Modell
29
Statistischer Test
28
Statistical test
27
Maximum likelihood estimation
26
Maximum-Likelihood-Schätzung
26
ARCH model
25
CRVE
21
cluster-robust variance estimator
21
Cluster analysis
19
Clusteranalyse
19
Regional cluster
19
more ...
less ...
Online availability
All
Free
377
Undetermined
85
Type of publication
All
Book / Working Paper
456
Article
240
Type of publication (narrower categories)
All
Working Paper
255
Arbeitspapier
184
Graue Literatur
175
Non-commercial literature
175
Article in journal
111
Aufsatz in Zeitschrift
111
Aufsatz im Buch
6
Book section
6
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
3
Hochschulschrift
2
Thesis
2
Article
1
Collection of articles written by one author
1
Conference paper
1
Conference proceedings
1
Dissertation u.a. Prüfungsschriften
1
Festschrift
1
Konferenzbeitrag
1
Rezension
1
Sammlung
1
more ...
less ...
Language
All
English
498
Undetermined
197
Dutch
1
Author
All
Nielsen, Morten Ørregaard
370
Jansson, Michael
166
Boswijk, Herman Peter
90
Boswijk, H. Peter
77
Johansen, Søren
53
Christensen, Bent Jesper
47
Cattaneo, Matias D.
43
MacKinnon, James G.
37
Franses, Philip Hans
36
Frederiksen, Per
34
Haldrup, Niels
34
Crump, Richard K.
26
Cavaliere, Giuseppe
25
Webb, Matthew
22
Ørregaard Nielsen, Morten
20
Taylor, Robert
19
Xu, Ke
18
Busch, Thomas
17
Dolatabadi, Sepideh
17
Elliott, Graham
15
Zhu, Jie
15
Chernozhukov, Victor
14
Nielsen, Frank S.
14
Moreira, Marcelo J.
11
Rahbek, Anders
11
Hommes, Cars H.
10
Klaassen, Franc
10
Newey, Whitney K.
10
Doornik, Jurgen A.
9
Peter Boswijk, H.
9
Bollerslev, Tim
8
Hualde, Javier
8
Urbain, Jean-Pierre
8
Hansen, Christian
7
Zu, Yang
7
Hansen, Christian Bailey
6
Johansen, Soren
6
Laeven, Roger J. A.
6
Lucas, André
6
Narayan, Paresh Kumar
6
more ...
less ...
Institution
All
Economics Department, Queen's University
35
School of Economics and Management, University of Aarhus
33
Tinbergen Instituut
10
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Centre for Analytical Finance <Århus>
8
Tinbergen Institute
8
Økonomisk Institut, Københavns Universitet
6
Department of Economics, University of California-San Diego (UCSD)
4
Econometric Society
2
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
2
VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
2
Bank of Israel / Research Department
1
Department of Economics, Emory University
1
Department of Economics, Oxford University
1
Economics Group, Nuffield College, University of Oxford
1
Erasmus Research Institute of Management
1
Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam
1
Federal Reserve Bank of New York
1
Harvard Institute of Economic Research (HIER), Department of Economics
1
National Bureau of Economic Research
1
National Bureau of Economic Research (NBER)
1
Nuffield College
1
University of California, San Diego / Department of Economics
1
more ...
less ...
Published in...
All
Queen's Economics Department working paper
56
Journal of econometrics
45
Queen's Economics Department Working Paper
42
CREATES research paper
38
Discussion paper / Tinbergen Institute
36
Working Papers / Economics Department, Queen's University
35
CREATES Research Papers
31
Econometric theory
30
Journal of Econometrics
20
Tinbergen Institute Discussion Papers
18
Econometric Theory
16
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Economics working paper
13
Tinbergen Institute Discussion Paper
13
Queen’s Economics Department Working Paper
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Economics letters
10
Discussion papers / Department of Economics, University of Copenhagen
8
CREATES Research Paper
6
Discussion Papers / Økonomisk Institut, Københavns Universitet
6
Econometrica
6
Journal of Time Series Analysis
6
Journal of empirical finance
5
The econometrics journal
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Discussion paper / Department of Economics, University of California San Diego
4
Economics Letters
4
Journal of Applied Econometrics
4
Journal of Business & Economic Statistics
4
Journal of applied econometrics
4
Serie Research Memoranda
4
Univ. of Copenhagen Dept. of Economics Discussion Paper
4
University of California at San Diego, Economics Working Paper Series
4
cemmap working paper
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Econometric Reviews
3
Econometric reviews
3
Journal of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
more ...
less ...
Source
All
ECONIS (ZBW)
388
RePEc
183
EconStor
72
OLC EcoSci
46
Other ZBW resources
6
USB Cologne (EcoSocSci)
1
Showing
71
-
80
of
696
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Local empirical spectral measure of multivariate process with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712283
Saved in:
72
Semiparametric estimation in time series regression with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712292
Saved in:
73
Multivariate lagrange multiplier tests for fractional integration
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712293
Saved in:
74
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218
Saved in:
75
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664223
Saved in:
76
Local whittle analysis of stationary fractional cointegration
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664225
Saved in:
77
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
78
Directional congestion and regime switching in a long memory model for electricity prices
Haldrup, Niels
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003139586
Saved in:
79
Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838618
Saved in:
80
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
