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Queen’s University, Kingston, Ontario
Department of Economics (QED), Queen’s University
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Year of Publication
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2017
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
;
Taylor, A.M. Robert
2005
Forecasting exchange rate volatility in the presence of jumps
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
2020
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
2014
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
2008
A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
Nielsen, Morten Ørregaard
2015
Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard
;
Shibaev, Sergei S.
2008
Likelihood inference for a nonstationary fractional autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
2018
Fast and Wild: Bootstrap Inference in Stata Using boottest
Roodman, David Malin
;
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, Matthew
2009
Nearly efficient likelihood ratio tests of the unit root hypothesis
Jansson, Michael
;
Nielsen, Morten Ørregaard
2008
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
Author
11
MacKinnon, James G.
7
Webb, Matthew
6
Christensen, Bent Jesper
5
Frederiksen, Per
5
Johansen, Søren
3
Busch, Thomas
3
Dolatabadi, Sepideh
3
Jansson, Michael
3
Xu, Ke
2
Cavaliere, Giuseppe
.
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