Morten Ørregaard Nielsen : Citation Profile


Are you Morten Ørregaard Nielsen?

Aarhus Universitet

26

H index

42

i10 index

2192

Citations

RESEARCH PRODUCTION:

59

Articles

127

Papers

RESEARCH ACTIVITY:

   22 years (2001 - 2023). See details.
   Cites by year: 99
   Journals where Morten Ørregaard Nielsen has often published
   Relations with other researchers
   Recent citing documents: 335.    Total self citations: 113 (4.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pni42
   Updated: 2023-01-28    RAS profile: 2023-01-29    
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Relations with other researchers


Works with:

MacKinnon, James (16)

Webb, Matthew (12)

Johansen, Soren (10)

Taylor, Robert (8)

Cavaliere, Giuseppe (6)

Iacone, Fabrizio (4)

Roodman, David (3)

Djogbenou, Antoine (3)

Noël, Antoine (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Morten Ørregaard Nielsen.

Is cited by:

Gil-Alana, Luis (110)

Santucci de Magistris, Paolo (67)

Sibbertsen, Philipp (67)

DE TRUCHIS, Gilles (62)

Rodríguez Caballero, Carlos (48)

Leschinski, Christian (45)

Caporale, Guglielmo Maria (39)

YAYA, OLAOLUWA (35)

Christensen, Bent Jesper (34)

ALOY, Marcel (29)

Caporin, Massimiliano (28)

Cites to:

MacKinnon, James (100)

Bollerslev, Tim (100)

Johansen, Soren (74)

Andersen, Torben (68)

Diebold, Francis (68)

Phillips, Peter (53)

Webb, Matthew (51)

Robinson, Peter (49)

Granger, Clive (46)

Baillie, Richard (35)

Velasco, Carlos (32)

Main data


Where Morten Ørregaard Nielsen has published?


Journals with more than one article published# docs
Journal of Econometrics12
Journal of Time Series Analysis7
Econometric Theory5
Journal of Business & Economic Statistics3
Journal of Empirical Finance3
Journal of Business & Economic Statistics3
Journal of Futures Markets2
Economics Letters2
Econometrics Journal2
Econometrica2
The Journal of Financial Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University55
Discussion Papers / University of Copenhagen. Department of Economics8
Papers / arXiv.org7

Recent works citing Morten Ørregaard Nielsen (2023 and 2022)


YearTitle of citing document
2021A machine learning approach to volatility forecasting. (2021). Veliyev, Bezirgen ; Christensen, Kim ; Siggaard, Mathias. In: CREATES Research Papers. RePEc:aah:create:2021-03.

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2021Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15.

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2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

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2021Religious Leaders and Rule Of Law. (2021). Seror, Avner ; Mehmood, Sultan. In: Working Papers. RePEc:abo:neswpt:w0280.

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2021Inequality and Growth in China. (2021). Lin, Haiyan ; Brueckner, Markus. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2021-682.

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2021Oil extraction and spillover effects into local labour market: Evidence from Ghana. (2021). Doko Tchatoka, Firmin ; Cheng, Terence ; Ampofo, Akwasi. In: School of Economics Working Papers. RePEc:adl:wpaper:2021-03.

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2021.

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2021.

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2021The impact of Presidential appointment of judges: Montesquieu or the Federalists?. (2021). Mehmood, Sultan. In: AMSE Working Papers. RePEc:aim:wpaimx:2118.

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2022Lasting Impact on Health from Natural Disasters, Potential Mechanisms and Mitigating Effects. (2022). Sen, Gitanjali ; Dhamija, Gaurav. In: Working Papers. RePEc:alr:wpaper:2022-03.

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2021The COVID-19 Pandemics Effects on Voter Turnout. (2021). SANTOLINI, RAFFAELLA ; Picchio, Matteo ; Santoloni, Raffaella. In: Working Papers. RePEc:anc:wpaper:454.

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2022Many Average Partial Effects: with An Application to Text Regression. (2019). CHIANG, HAROLD. In: Papers. RePEc:arx:papers:1812.09397.

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2022Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?. (2019). Ferman, Bruno. In: Papers. RePEc:arx:papers:1909.01782.

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2021COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486.

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2021Inference for high-dimensional exchangeable arrays. (2020). Sasaki, Yuya ; Kato, Kengo ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2009.05150.

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2022Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2021Theory and Applications of Financial Chaos Index. (2021). Peyghami, Reza M ; Yang, Zijiang ; Chen, Shengyuan ; Ataei, Masoud. In: Papers. RePEc:arx:papers:2101.02288.

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2021Monitoring the pandemic: A fractional filter for the COVID-19 contact rate. (2021). Hartl, Tobias. In: Papers. RePEc:arx:papers:2102.10067.

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2022Algorithmic subsampling under multiway clustering. (2021). Sasaki, Yuya ; Li, Jiatong ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2103.00557.

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2022Panel Data with Unknown Clusters. (2021). Cai, Yong. In: Papers. RePEc:arx:papers:2106.05503.

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2021Recent Developments in Inference: Practicalities for Applied Economics. (2021). Michler, Jeffrey ; Josephson, Anna. In: Papers. RePEc:arx:papers:2107.09736.

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2021Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894.

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2022Multiway empirical likelihood. (2021). Otsu, Taisuke ; Matsushita, Yukitoshi ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2108.04852.

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2022Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2022Dyadic Double/Debiased Machine Learning for Analyzing Determinants of Free Trade Agreements. (2021). Sasaki, Yuya ; Rodrigue, Joel ; Ma, Yukun ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2110.04365.

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2022Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2022Standard errors for two-way clustering with serially correlated time effects. (2022). Sasaki, Yuya ; Hansen, Bruce E ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2201.11304.

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2022Extremal Dependence in Australian Electricity Markets. (2022). Han, Lin ; Trueck, Stefan ; Cribben, Ivor. In: Papers. RePEc:arx:papers:2202.09970.

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2022Estimation and Inference by Stochastic Optimization. (2022). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2205.03254.

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2022Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249.

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2022Schooling and Labor Market Consequences of School Construction in Indonesia: Comment. (2022). Roodman, David. In: Papers. RePEc:arx:papers:2207.09036.

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2022Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method. (2022). Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2210.16991.

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2022A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288.

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2021The effect of COVID?19 on the global stock market. (2021). Treepongkaruna, Sirimon ; Sarajoti, Pattarake ; Jindahra, Pavitra ; Chatjuthamard, Pattanaporn. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4923-4953.

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2022Is no news bad news? The impact of disclosing COVID?19 tracing information on consumer dine out decisions. (2022). Gao, Yuan ; Lopez, Rigoberto A ; Liao, Ruili ; Liu, Xiaoou. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:5:p:811-825.

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2021COVID?19s Lockdown and Crime Victimization: The State of Emergency under the Abe Administration. (2021). Noguchi, Haruko ; Fu, Rong ; Shen, Yichen. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:16:y:2021:i:2:p:327-348.

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2021Heterogeneity across Families in the Impact of Compulsory Schooling Laws. (2021). Domnisoru, Ciprian. In: Economica. RePEc:bla:econom:v:88:y:2021:i:350:p:399-429.

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2021‘til Dissolution Do Us Part: (Re)Assessing the First Contract and Trial Marriage Goals of First Contract Arbitration in Ontario. (2021). Weinberg, Bradley R. In: Industrial Relations: A Journal of Economy and Society. RePEc:bla:indres:v:60:y:2021:i:1:p:119-144.

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2022Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:4:p:1019-1046.

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2021DOES EDUCATION REALLY IMPROVE HEALTH? A META?ANALYSIS. (2021). Zhang, Wangyongxin ; Cheng, Mingmei ; Xue, Xindong. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:71-105.

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2022Quantitative easing and economic growth in Japan: A meta?analysis. (2022). Sequeira, Tiago ; Lopes, Alexandra ; Martins, Luis Filipe ; Linhares, Pedro ; Ferreiralopes, Alexandra. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:235-268.

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2021Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting. (2021). Santucci de Magistris, Paolo ; Datta Gupta, Nabanita ; Christensen, Bent Jesper. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:118-149.

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2022Autoregressive spectral estimates under ignored changes in the mean. (2022). Hosseinkouchack, Mehdi ; Demetrescu, Matei. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:329-340.

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2022Automatability of Work and Preferences for Redistribution. (2022). van Hoorn, André. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:130-157.

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2021Fixed costs, markups and concentration in Eswatini (Swaziland): A firm?level analysis of panel data. (2021). Rankin, Neil ; Mhlanga, Samuel Vika. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:3:p:391-416.

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2021Consumption, Aggregate Wealth and Expected Stock Returns: An FCVAR Approach. (2021). Quineche, Ricardo. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:21-42:n:4.

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2021A Replication of “The effect of the conservation reserve program on rural economies: Deriving a statistical verdict from a null finding” (American Journal of Agricultural Economics, 2019). (2021). Tian, Jiarui. In: Working Papers in Economics. RePEc:cbt:econwp:21/12.

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2021Does growing up in a recession increase compassion? The case of attitudes towards immigration. (2021). Dur, Robert ; Meier, Stephan ; Cotofan, Maria. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1757.

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2022Omnia Juncta in Uno*: foreign powers and trademark protection in Shanghais concession era. (2022). Steinwender, Claudia ; Hong, Junjie ; Chen, Maggie X ; Bao, Cathy ; Alfaro, Laura. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1827.

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2022Tuition fees and educational attainment. (2022). Weinhardt, Felix ; Marcus, Jan ; Leibing, Andreas ; Bietenbeck, Jan. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1839.

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2021Multiway empirical likelihood. (2021). Chiang, Harold D ; Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:617.

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2021Collective Memories on the 2010 European Debt Crisis. (2021). Potrafke, Niklas ; Konrad, Kai A ; Arnemann, Laura. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8825.

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2021Shareholder Liability and Bank Failure. (2021). Koudijs, Peter ; Korteweg, Arthur ; Jenter, Dirk ; Aldunate, Felipe. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9168.

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2021Can Institutional Transplants Work? A Reassessment of the Evidence from Nineteenth-Century Prussia. (2021). Edwards, Jeremy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9333.

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2022Can Schools Change Religious Attitudes? Evidence from German State Reforms of Compulsory Religious Education. (2022). Zierow, Larissa ; Woessmann, Ludger ; Arold, Benjamin W. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9504.

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2022Omnia Juncta in Uno: Foreign Powers and Trademark Protection in Shanghais Concession Era. (2022). Hong, Junjie ; Chen, Maggie X ; Bao, Cathy ; Alfaro, Laura. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9548.

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2022Sick Leave Cuts and (Unhealthy) Returns to Work. (2022). Castello, Judit Vall ; Marie, Olivier. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9550.

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2022Alcohol, Violence and Injury-Induced Mortality: Evidence from a Modern-Day Prohibition. (2022). Matzopoulos, Richard ; Laubscher, Ria ; Groenewald, Pam ; Dorrington, Rob ; Bradshaw, Debbie ; Charles, ; Barron, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9595.

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2022Social Media and Mental Health. (2022). Levy, Ro'ee ; Makarin, Alexey ; Braghieri, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9723.

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2022No Surprises, Please: Voting Costs and Electoral Turnout. (2022). Lindlacher, Valentin ; Alipour, Jean-Victor. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9759.

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2022Teacher Subject Knowledge, Didactic Skills, and Student Learning in Francophone Sub-Saharan Africa. (2022). Sepahvand, Mohammad H ; Irmert, Natalie ; Bietenbeck, Jan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9781.

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2022Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2022). Gil-Alana, Luis A ; de Dios, Jose Javier ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9950.

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2021School Track Decisions and Teacher Recommendations: Evidence from German State Reforms. (2021). Grewenig, Elisabeth. In: ifo Working Paper Series. RePEc:ces:ifowps:_353.

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2021Macroeconomic Conditions When Young Shape Job Preferences for Life. (2021). Dur, Robert ; Cassar, Lea ; Meier, Stephan ; Cotofan, Maria. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15639.

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2021Collective Memories on the 2010 European Debt Crisis *. (2021). Potrafke, Niklas ; Konrad, Kai ; Arnemann, Laura. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15683.

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2021Skilled and Unskilled Labor Are Less Substitutable than Commonly Thought. (2021). Irsova, Zuzana ; Havranek, Tomas ; Zeynalova, Olesia ; Laslopova, Lubica. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15724.

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2021The Impact of Natural Disasters on Migration: Findings from Vietnam. (2021). Feeny, Simon ; Posso, Alberto ; Trong-Anh, Trinh. In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:87:y:2021:i:3:p:479-510.

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2022Robust Testing for Explosive Behavior with Strongly Dependent Errors. (2022). , Peter ; PEter, ; Yu, Jun ; JunYu, ; Lui, Yiu Lim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2350.

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2021Face Mask Use and Physical Distancing before and after Mandatory Masking: No Evidence on Risk Compensation in Public Waiting Lines. (2021). Seres, Gyula ; Suer, Muge ; Friedrichsen, Jana ; Cerutti, Nicola ; Balleyer, Anna. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1971.

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2022Teacher Subject Knowledge, Didactic Skills, and Student Learning in Francophone Sub-Saharan Africa. (2022). Sepahvand, Mohammad ; Irmert, Natalie ; Bietenbeck, Jan. In: Working Papers ECARES. RePEc:eca:wpaper:2013/344129.

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2021Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, J ; Woo, C K ; Tsai, C H ; Qi, H S ; Cao, K H. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008886.

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2022Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions. (2022). Contreras-Reyes, Javier E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004787.

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2021Divorce laws and intimate partner violence: Evidence from Mexico. (2021). Garcia-Ramos, Aixa. In: Journal of Development Economics. RePEc:eee:deveco:v:150:y:2021:i:c:s030438782030198x.

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2021The effect of refugees on native adolescents’ test scores: Quasi-experimental evidence from PISA. (2021). Tumen, Semih. In: Journal of Development Economics. RePEc:eee:deveco:v:150:y:2021:i:c:s0304387821000122.

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2021Give me your tired and your poor: Impact of a large-scale amnesty program for undocumented refugees. (2021). Ibáñez, Ana ; Bahar, Dany ; Rozo, Sandra V ; Ibaez, Ana Maria. In: Journal of Development Economics. RePEc:eee:deveco:v:151:y:2021:i:c:s0304387821000316.

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2021Keeping it in the family: Female inheritance, inmarriage, and the status of women. (2021). Bahrami-Rad, Duman. In: Journal of Development Economics. RePEc:eee:deveco:v:153:y:2021:i:c:s0304387821000882.

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2022Natural disasters, intra-national FDI spillovers, and economic divergence: Evidence from India. (2022). Friedt, Felix ; Toner-Rodgers, Aidan. In: Journal of Development Economics. RePEc:eee:deveco:v:157:y:2022:i:c:s0304387822000438.

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2021Time-frequency connectedness between Asian electricity sectors. (2021). TAGHIZADEH-HESARY, Farhad ; Ngo, Thanh ; Naeem, Muhammad Abubakr ; Arif, Muhammad ; Hasan, Mudassar ; Taghizadehhesary, Farhad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:208-224.

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2021Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275.

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2022Testing for no cointegration in vector autoregressions with estimated degree of fractional integration. (2022). Demetrescu, Matei ; Salish, Nazarii ; Kusin, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321002832.

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2021The effect of import competition on educational attainment at the postsecondary level: Evidence from NAFTA. (2021). Lee, Maxine J. In: Economics of Education Review. RePEc:eee:ecoedu:v:82:y:2021:i:c:s0272775721000364.

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2021Inequalities in test scores between Indigenous and non-Indigenous youth in Canada. (2021). , Maggie ; Barber, Michael. In: Economics of Education Review. RePEc:eee:ecoedu:v:83:y:2021:i:c:s0272775721000583.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2021The daily relationship between U.S. asset prices and stock prices of American countries. (2021). Paphakin, Warinthorn ; Chin, Chang-Chiang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000346.

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2021Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence. (2021). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V ; Rachinger, Heiko ; Andrada-Felix, Julian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100067x.

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2021Forecasting stock market volatility: Can the risk aversion measure exert an important role?. (2021). Chang, Xiaoming ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001297.

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2022Trade friction and price discovery in the USD–CAD spot and forward markets. (2022). Xu, Ke ; Song, Victor ; Chen, Jian ; Yan, Meng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002217.

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2022Forecasting risk measures using intraday and overnight information. (2022). Candido, Osvaldo ; Tofoli, Paula V ; Santos, Douglas G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000250.

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2021Waxing power, waning pollution: The effect of COVID-19 on Russian environmental policymaking. (2021). Popova, Olga ; Hartwell, Christopher ; Otrachshenko, Vladimir. In: Ecological Economics. RePEc:eee:ecolec:v:184:y:2021:i:c:s0921800921000616.

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2021Confidence intervals for the trade cost parameters of cross-section gravity models. (2021). Pfaffermayr, Michael. In: Economics Letters. RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000641.

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2021The more choice, the better? Evidence from experimental auctions in rural Senegal. (2021). Usmani, Faraz ; Ndiaye, Ousmane ; Jeuland, Marc. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002469.

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2021Simple and trustworthy cluster-robust GMM inference. (2021). Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:993-1023.

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2021Inference in time series models using smoothed-clustered standard errors. (2021). Vogelsang, Timothy J ; Rho, Seunghwa. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:113-133.

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2021Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244.

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2022Energy consumption and GDP: a panel data analysis with multi-level cross-sectional dependence. (2022). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:128-146.

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2022Public banking and economic growth: The experiences of 10 countries since the 1950s until 2017. (2022). Hodelin, Reynaldo Senra. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000868.

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2021A time to print, a time to reform. (2021). Severgnini, Battista ; Rubin, Jared ; Boerner, Lars. In: European Economic Review. RePEc:eee:eecrev:v:138:y:2021:i:c:s0014292121001641.

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2021Civic capital and service outsourcing: Evidence from Italy. (2021). Minerva, Gaetano Alfredo ; Mammi, Irene ; Burker, Matthias. In: European Economic Review. RePEc:eee:eecrev:v:138:y:2021:i:c:s0014292121001835.

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2022More or less unmarried. The impact of legal settings of cohabitation on labour market outcomes. (2022). Leturcq, Marion ; Gousse, Marion. In: European Economic Review. RePEc:eee:eecrev:v:149:y:2022:i:c:s0014292122001519.

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2022International travel in times of the COVID-19 pandemic: The case of German school breaks. (2022). Backhaus, Andreas. In: Economics & Human Biology. RePEc:eee:ehbiol:v:44:y:2022:i:c:s1570677x21001155.

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2021Global equity market leadership positions through implied volatility measures. (2021). Padungsaksawasdi, Chaiyuth ; Parhizgari, A M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:180-205.

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More than 100 citations found, this list is not complete...

Works by Morten Ørregaard Nielsen:


YearTitleTypeCited
2001Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data In: Economics Working Papers.
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2006Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting.(2006) In: Journal of Econometrics.
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2001Efficient Likelihold Inference in Nonstationary Univariate Models In: Economics Working Papers.
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2004EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS.(2004) In: Econometric Theory.
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2002Spectral Analysis of Fractionally Cointegrated Systems In: Economics Working Papers.
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2004Spectral analysis of fractionally cointegrated systems.(2004) In: Economics Letters.
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2002Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence In: Economics Working Papers.
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2004Local empirical spectral measure of multivariate processes with long range dependence.(2004) In: Stochastic Processes and their Applications.
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2002Semiparametric Estimation in Time Series Regression with Long Range Dependence In: Economics Working Papers.
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2005Semiparametric Estimation in Time?Series Regression with Long?Range Dependence.(2005) In: Journal of Time Series Analysis.
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2002Multivariate Lagrange Multiplier Tests for Fractional Integration In: Economics Working Papers.
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2005Multivariate Lagrange Multiplier Tests for Fractional Integration.(2005) In: The Journal of Financial Econometrics.
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2002Efficient Inference in Multivariate Fractionally Integrated Time Series Models In: Economics Working Papers.
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2004Efficient inference in multivariate fractionally integrated time series models.(2004) In: Econometrics Journal.
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2002Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics In: Economics Working Papers.
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2004Optimal Residual-Based Tests for Fractional Cointegration and Exchange Rate Dynamics.(2004) In: Journal of Business & Economic Statistics.
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2002Local Whittle Analysis of Stationary Fractional Cointegration In: Economics Working Papers.
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2003Estimation of Fractional Integration in the Presence of Data Noise In: Economics Working Papers.
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2007Estimation of fractional integration in the presence of data noise.(2007) In: Computational Statistics & Data Analysis.
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2004A Regime Switching Long Memory Model for Electricity Prices In: Economics Working Papers.
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2006A regime switching long memory model for electricity prices.(2006) In: Journal of Econometrics.
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2005Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices In: Economics Working Papers.
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2006Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices.(2006) In: Studies in Nonlinear Dynamics & Econometrics.
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2007The Effect of Long Memory in Volatility on Stock Market Fluctuations In: CREATES Research Papers.
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2007The Effect of Long Memory in Volatility on Stock Market Fluctuations.(2007) In: The Review of Economics and Statistics.
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2007The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets In: CREATES Research Papers.
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2011The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets.(2011) In: Journal of Econometrics.
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2008The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets.(2008) In: Working Paper.
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2007Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model In: CREATES Research Papers.
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2010Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model.(2010) In: Journal of Empirical Finance.
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2009Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model.(2009) In: Working Paper.
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2007Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns In: CREATES Research Papers.
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2010Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns.(2010) In: Journal of Applied Econometrics.
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2008Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns.(2008) In: Working Paper.
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2007A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching In: CREATES Research Papers.
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2010A vector autoregressive model for electricity prices subject to long memory and regime switching.(2010) In: Energy Economics.
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2009A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching.(2009) In: Working Paper.
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2007Likelihood inference for a nonstationary fractional autoregressive model In: CREATES Research Papers.
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2010Likelihood inference for a nonstationary fractional autoregressive model.(2010) In: Journal of Econometrics.
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2007Likelihood Inference for a Nonstationary Fractional Autoregressive Model.(2007) In: Discussion Papers.
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2009Likelihood Inference For A Nonstationary Fractional Autoregressive Model.(2009) In: Working Paper.
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2008Local polynomial Whittle estimation of perturbed fractional processes In: CREATES Research Papers.
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2012Local polynomial Whittle estimation of perturbed fractional processes.(2012) In: Journal of Econometrics.
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2009Local Polynomial Whittle Estimation Of Perturbed Fractional Processes.(2009) In: Working Paper.
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2008Bias-reduced estimation of long memory stochastic volatility In: CREATES Research Papers.
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2008Bias-Reduced Estimation of Long-Memory Stochastic Volatility.(2008) In: The Journal of Financial Econometrics.
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2008A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic In: CREATES Research Papers.
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2009A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC.(2009) In: Econometric Theory.
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2008A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic.(2008) In: Working Paper.
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2009Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders In: CREATES Research Papers.
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2010Nonparametric cointegration analysis of fractional systems with unknown integration orders.(2010) In: Journal of Econometrics.
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2008Nonparametric Cointegration Analysis Of Fractional Systems With Unknown Integration Orders.(2008) In: Working Paper.
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2009Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis In: CREATES Research Papers.
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2012Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis.(2012) In: Econometrica.
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2009Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis.(2009) In: Working Paper.
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2009Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots In: CREATES Research Papers.
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paper3
2011Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots.(2011) In: Journal of Time Series Econometrics.
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2009Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots.(2009) In: Working Paper.
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2010Likelihood inference for a fractionally cointegrated vector autoregressive model In: CREATES Research Papers.
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paper152
2012Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2012) In: Econometrica.
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2010Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Discussion Papers.
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2010Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Working Paper.
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2010Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration In: CREATES Research Papers.
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2011Fully modified narrow‐band least squares estimation of weak fractional cointegration.(2011) In: Econometrics Journal.
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2009Fully Modified Narrow-band Least Squares Estimation Of Weak Fractional Cointegration.(2009) In: Working Paper.
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2011Fully modified narrow?band least squares estimation of weak fractional cointegration.(2011) In: Econometrics Journal.
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2010Numerical distribution functions of fractional unit root and cointegration tests In: CREATES Research Papers.
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2010Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests.(2010) In: Working Paper.
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2014NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS.(2014) In: Journal of Applied Econometrics.
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2010A necessary moment condition for the fractional functional central limit theorem In: CREATES Research Papers.
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paper1
2012A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM.(2012) In: Econometric Theory.
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2010A Necessary Moment Condition for the Fractional Functional Central Limit Theorem.(2010) In: Discussion Papers.
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2010A Necessary Moment Condition For The Fractional Functional Central Limit Theorem.(2010) In: Working Paper.
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2012The impact of financial crises on the risk-return tradeoff and the leverage effect In: CREATES Research Papers.
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2015The impact of financial crises on the risk–return tradeoff and the leverage effect.(2015) In: Economic Modelling.
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2012The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect.(2012) In: Working Paper.
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2012Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model In: CREATES Research Papers.
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2015Improved likelihood ratio tests for cointegration rank in the VAR model.(2015) In: Journal of Econometrics.
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2012Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model.(2012) In: Working Paper.
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2012Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model.(2012) In: Tinbergen Institute Discussion Papers.
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2012The role of initial values in nonstationary fractional time series models In: CREATES Research Papers.
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2012The role of initial values in nonstationary fractional time series models.(2012) In: Discussion Papers.
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2014Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets In: CREATES Research Papers.
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2015Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets.(2015) In: Journal of Econometrics.
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2013Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets.(2013) In: Working Paper.
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2014A fractionally cointegrated VAR analysis of economic voting and political support In: CREATES Research Papers.
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2014A fractionally cointegrated VAR analysis of economic voting and political support.(2014) In: Canadian Journal of Economics.
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2014A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support.(2014) In: Working Paper.
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2014A fractionally cointegrated VAR analysis of economic voting and political support.(2014) In: Canadian Journal of Economics/Revue canadienne d'économique.
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2014A fractionally cointegrated VAR analysis of price discovery in commodity futures markets In: CREATES Research Papers.
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2015A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets.(2015) In: Journal of Futures Markets.
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2011Asymptotics For The Conditional-sum-of-squares Estimator In Multivariate Fractional Time Series Models.(2011) In: Working Paper.
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2016The cointegrated vector autoregressive model with general deterministic terms In: CREATES Research Papers.
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2016The Cointegrated Vector Autoregressive Model With General Deterministic Terms.(2016) In: Working Paper.
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2015Forecasting daily political opinion polls using the fractionally cointegrated VAR model.(2015) In: Working Paper.
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2019Fast and wild: Bootstrap inference in Stata using boottest.(2019) In: Stata Journal.
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2017Economic significance of commodity return forecasts from the fractionally cointegrated VAR model In: CREATES Research Papers.
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2017Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model.(2017) In: Working Paper.
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2018Economic significance of commodity return forecasts from the fractionally cointegrated VAR model.(2018) In: Journal of Futures Markets.
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