Expand icon Search icon File icon file Download

Items where Author is "├śrregaard Nielsen, Morten"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article | Monograph
Number of items: 4.

Article

Iacone, Fabrizio and ├śrregaard Nielsen, Morten and Taylor, AM Robert (2022) Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks. Journal of Business and Economic Statistics, 40 (2). pp. 880-896. DOI https://doi.org/10.1080/07350015.2021.1876712

Cavaliere, Giuseppe and ├śrregaard Nielsen, Morten and Taylor, AM Robert (2022) Adaptive Inference in Heteroskedastic Fractional Time Series Models. Journal of Business and Economic Statistics, 40 (1). pp. 50-65. DOI https://doi.org/10.1080/07350015.2020.1773275

Monograph

Iacone, Fabrizio and ├śrregaard Nielsen, Morten and Taylor, AM Robert (2021) Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Cavaliere, Giuseppe and ├śrregaard Nielsen, Morten and Taylor, AM Robert (2020) Adaptive Inference in Heteroskedastic Fractional Time Series Models. Working Paper. Essex Finance Centre Woring Papers. (Unpublished)

This list was generated on Fri Mar 24 02:43:11 2023 GMT.