Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust Author(s) James G. MacKinnon Morten Ø. Nielsen Matthew D. Webb Read more about Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust
To infinity and beyond: Efficient computation of ARCH(\infty) models Author(s) Morten Ø. Nielsen Antoine Noël Read more about To infinity and beyond: Efficient computation of ARCH(\infty) models
A Fast Fractional Difference Algorithm Author(s) Andreas Noack Jensen Morten Ø. Nielsen Read more about A Fast Fractional Difference Algorithm