Browsing All of EconStor by Author Nielsen, Morten Ørregaard


Showing results 1 to 20 of 48
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Year of PublicationTitleAuthor(s)
2022Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclustMacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew D.
2022Fast and reliable jackknife and bootstrap methods for cluster-robust inferenceMacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew
2021Truncated sum-of-squares estimation of fractional time series models with generalized power law trendHualde, Javier; Nielsen, Morten Ørregaard
2021Cluster-robust inference: A guide to empirical practiceMacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew
2020Semiparametric tests for the order of integration in the possible presence of level breaksIacone, Fabrizio; Nielsen, Morten Ørregaard; Taylor, Robert
2020To infinity and beyond: Efficient computation of ARCH(\infty) modelsNielsen, Morten Ørregaard; Noël, Antoine
2020Nearly efficient likelihood ratio tests of a unit root in an autoregressive model of arbitrary orderBrien, Samuel; Jansson, Michael; Nielsen, Morten Ørregaard
2020Testing for the appropriate level of clustering in linear regression modelsMacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew
2019Inference on the dimension of the nonstationary subspace in functional time seriesNielsen, Morten Ørregaard; Seo, Won-Ki; Seong, Dakyung
2019Wild bootstrap and asymptotic inference with multiway clusteringMacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew
2018Fast and Wild: Bootstrap Inference in Stata Using boottestRoodman, David Malin; MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew
2018Nonstationary cointegration in the fractionally cointegrated VAR modelJohansen, Søren; Nielsen, Morten Ørregaard
2017Adaptive inference in heteroskedastic fractional time series modelsCavaliere, Giuseppe; Nielsen, Morten Ørregaard; Taylor, A.M. Robert
2017Bootstrap and Asymptotic Inference with Multiway ClusteringMacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew D.
2017Truncated sum of squares estimation of fractional time series models with deterministic trendsHualde, Javier; Nielsen, Morten Ørregaard
2017Validity of Wild Bootstrap Inference with Clustered ErrorsDjogbenou, Antoine; MacKinnon, James G.; Nielsen, Morten Ørregaard
2017Testing the CVAR in the fractional CVAR modelJohansen, Søren; Nielsen, Morten Ørregaard
2016The cointegrated vector autoregressive model with general deterministic termsJohansen, Søren; Nielsen, Morten Ørregaard
2015Forecasting daily political opinion polls using the fractionally cointegrated VAR modelNielsen, Morten Ørregaard; Shibaev, Sergei S.
2015Economic significance of commodity return forecasts from the fractionally cointegrated VAR modelDolatabadi, Sepideh; Narayan, Paresh Kumar; Nielsen, Morten Ørregaard; Xu, Ke