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Ergebnisse 31-40 von 48.
ErscheinungsjahrTitelAutor:innen
2009A vector autoregressive model for electricity prices subject to long memory and regime switchingHaldrup, Niels; Nielsen, Frank S.; Nielsen, Morten Ørregaard
2014A Matlab program and user's guide for the fractionally cointegrated VAR modelNielsen, Morten Ørregaard; Popiel, Michał Ksawery
2019Wild bootstrap and asymptotic inference with multiway clusteringMacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew
2017Validity of Wild Bootstrap Inference with Clustered ErrorsDjogbenou, Antoine; MacKinnon, James G.; Nielsen, Morten Ørregaard
2020Nearly efficient likelihood ratio tests of a unit root in an autoregressive model of arbitrary orderBrien, Samuel; Jansson, Michael; Nielsen, Morten Ørregaard
2011Asymptotics for the conditional-sum-of-squares estimator in fractional time series modelsNielsen, Morten Ørregaard
2009Local polynomial Whittle estimation of perturbed fractional processesFrederiksen, Per; Nielsen, Frank S.; Nielsen, Morten Ørregaard
2014A fractionally cointegrated VAR analysis of economic voting and political supportJones, Maggie E. C.; Nielsen, Morten Ørregaard; Popiel, Michał Ksawery
2008Continuous-time models, realized volatilities, and testable distributional implications for daily stock returnsAndersen, Torben G.; Bollerslev, Tim; Frederiksen, Per; Nielsen, Morten Ørregaard
2021Cluster-robust inference: A guide to empirical practiceMacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew