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Results 11-20 of 660.
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| Date | Title |
Authors |
| 2009 | Fully modified Narrow-Band least squares estimation of weak fractional cointegration | Frederiksen, Per / Nielsen, Morten Ørregaard |
| 2008 | A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic | Nielsen, Morten Ørregaard |
| 2008 | Likelihood inference for a nonstationary fractional autoregressive model | Johansen, Søren / Nielsen, Morten Ørregaard |
| 2009 | Nearly efficient likelihood ratio tests of the unit root hypothesis | Jansson, Michael / Nielsen, Morten Ørregaard |
| 2007 | A multivariate long-memory model with structural breaks | Caporale, Guglielmo Maria / Gil-Alana, Luis A. |
| 2007 | Deterministic versus stochastic seasonal fractional integration and structural breaks | Caporale, Guglielmo Maria / Cunado, Juncal / Gil-Alana, Luis A. |
| 2009 | The role of the log transformation in forecasting economic variables | Luetkepohl, Helmut / Xu, Fang |
| 2008 | Fully modified narrow-band least squares estimation of stationary fractional cointegration | Nielsen, Morten Ørregaard / Frederiksen, Per |
| 2011 | Asymptotics for the conditional-sum-of-squares estimator in fractional time series models | Nielsen, Morten Ørregaard |
| 2005 | Unit root testing | Wolters, Jürgen / Hassler, Uwe |
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