Browsen in EconStor gesamt nach Autor:innen Ørregaard Nielsen, Morten
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Erscheinungsjahr | Titel | Autor:innen |
2010 | A necessary moment condition for the fractional functional central limit theorem | Johansen, Søren; Ørregaard Nielsen, Morten |
2011 | FCVARmodel.m: A matlab software package for estimation and testing in the fractionally cointegrated VAR | Ørregaard Nielsen, Morten; Morin, Lealand |
2012 | The role of initial values in nonstationary fractional time series models | Johansen, Søren; Ørregaard Nielsen, Morten |
2012 | Improved likelihood ratio tests for cointegration rank in the VAR model | Boswijk, H. Peter; Jansson, Michael; Ørregaard Nielsen, Morten |
2013 | A fast fractional difference algorithm | Noack Jensen, Andreas; Ørregaard Nielsen, Morten |