A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support Author(s) Maggie Jones Morten Ø. Nielsen Michal Ksawery Popiel Read more about A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model Author(s) H. Peter Boswijk Michael Jansson Morten Ø. Nielsen Read more about Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model
Fcvarmodel.m: A Matlab Software Package For Estimation And Testing In The Fractionally Cointegrated Var Model Author(s) Morten Ø. Nielsen Lealand Morin Read more about Fcvarmodel.m: A Matlab Software Package For Estimation And Testing In The Fractionally Cointegrated Var Model
Asymptotics For The Conditional-sum-of-squares Estimator In Multivariate Fractional Time Series Models Author(s) Morten Ø. Nielsen Read more about Asymptotics For The Conditional-sum-of-squares Estimator In Multivariate Fractional Time Series Models
Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests Author(s) James G. MacKinnon Morten Ø. Nielsen Read more about Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests
Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model Author(s) Morten Ø. Nielsen S Johansen Read more about Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model
Critical Values For Cointegration Tests Author(s) James G. MacKinnon Read more about Critical Values For Cointegration Tests
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching Author(s) Frank S. Nielsen Morten Ø. Nielsen Niels Haldrup Read more about A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching
The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps Author(s) Bent Jesper Christensen Morten Ø. Nielsen Thomas Busch Read more about The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps
The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices Author(s) Bent Jesper Christensen Morten Ø. Nielsen Read more about The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices
