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Queen’s University, Kingston, Ontario
Department of Economics (QED), Queen’s University
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Results 1-10 of 19.
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Year of Publication
Title
Author(s)
2017
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
;
Taylor, A.M. Robert
2014
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
2015
Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard
;
Shibaev, Sergei S.
2018
Fast and Wild: Bootstrap Inference in Stata Using boottest
Roodman, David Malin
;
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, Matthew
2018
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
2017
Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, Matthew D.
2012
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
;
Zhu, Jie
2014
Quasi-maximum likelihood estimation of heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
;
Taylor, A. M. Robert
2014
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
2015
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadi, Sepideh
;
Narayan, Paresh Kumar
;
Nielsen, Morten Ørregaard
;
Xu, Ke
Author
4
Johansen, Søren
4
MacKinnon, James G.
3
Dolatabadi, Sepideh
3
Xu, Ke
2
Cavaliere, Giuseppe
2
Popiel, Michał Ksawery
1
Christensen, Bent Jesper
1
Djogbenou, Antoine
1
Hualde, Javier
1
Jones, Maggie E. C.
.
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