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DateTitle Authors
2008 A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statisticNielsen, Morten Ørregaard
2008 Likelihood inference for a nonstationary fractional autoregressive modelJohansen, Søren / Nielsen, Morten Ørregaard
2009 Nearly efficient likelihood ratio tests of the unit root hypothesisJansson, Michael / Nielsen, Morten Ørregaard
2007 A multivariate long-memory model with structural breaksCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2007 Deterministic versus stochastic seasonal fractional integration and structural breaksCaporale, Guglielmo Maria / Cunado, Juncal / Gil-Alana, Luis A.
2009 The role of the log transformation in forecasting economic variablesLuetkepohl, Helmut / Xu, Fang
2008 Fully modified narrow-band least squares estimation of stationary fractional cointegrationNielsen, Morten Ørregaard / Frederiksen, Per
2011 Asymptotics for the conditional-sum-of-squares estimator in fractional time series modelsNielsen, Morten Ørregaard
2009 Local polynomial Whittle estimation of perturbed fractional processesFrederiksen, Per / Nielsen, Frank S. / Nielsen, Morten Ørregaard
2004 Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model SelectionCorradi, Valentina / Swanson, Norman R.

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