Bent Nielsen : Citation Profile


Are you Bent Nielsen?

Oxford University
Oxford University

13

H index

14

i10 index

992

Citations

RESEARCH PRODUCTION:

24

Articles

52

Papers

2

Chapters

RESEARCH ACTIVITY:

   20 years (1995 - 2015). See details.
   Cites by year: 49
   Journals where Bent Nielsen has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 29 (2.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pni75
   Updated: 2021-11-28    RAS profile: 2015-09-22    
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Relations with other researchers


Works with:

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

Is cited by:

Hendry, David (36)

Pesaran, M (32)

Johansen, Soren (26)

Ericsson, Neil (21)

Castle, Jennifer (17)

Doornik, Jurgen (15)

Jansen, Eilev (14)

Koukouritakis, Minoas (14)

Mohaddes, Kamiar (14)

Nielsen, Morten (13)

Nymoen, Ragnar (12)

Cites to:

Johansen, Soren (21)

Hendry, David (20)

Shephard, Neil (9)

Santos, Carlos (9)

Graddy, Kathryn (8)

Doornik, Jurgen (7)

Kilian, Lutz (5)

Barndorff-Nielsen, Ole (5)

Krolzig, Hans-Martin (5)

Riani, Marco (5)

Demiroglu, Ufuk (5)

Main data


Where Bent Nielsen has published?


Journals with more than one article published# docs
Econometric Theory3
Oxford Bulletin of Economics and Statistics2
Econometric Reviews2
Econometrics2
Econometrics Journal2
Biometrika2
Econometrica2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Copenhagen. Department of Economics6

Recent works citing Bent Nielsen (2021 and 2020)


YearTitle of citing document
2021On Policy Interventions and Vertical Price Transmission: the Italian Milk Supply Chain Case. (2021). Santeramo, Fabio ; Antonioli, Federico. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310533.

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2021Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2020The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

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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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2020Structural Breaks, Hydroelectricity and Economic Growth: New Findings from Malaysia. (2020). Widyastuti, Esti Tri ; Roslan, Farah. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1147-1168.

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2020INDUSTRIAL PRODUCTION INDEX - CRUDE OIL PRICE NEXUS: RUSSIA, KAZAKHSTAN AND AZERBAIJAN. (2020). Unal, Aye E ; Kaplan, Fatih. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:227:p:119-142.

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2021The effect of the Canada–China canola trade dispute on canola prices. (2021). Slade, Peter ; Wells, Jacob. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:69:y:2021:i:1:p:141-149.

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2021Fragmentation in the European Monetary Union: Is it really over?. (2021). Luisi, Angelo ; Candelon, Bertrand ; Roccazzella, Francesco. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_016.

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2020Common Bubble Detection in Large Dimensional Financial Systems. (2020). Phillips, Peter ; Shi, Shuping ; Chen, YE. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2251.

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2021Monetary autonomy of CESEE countries and nominal convergence in EMU: a cointegration analysis with structural breaks. (2021). Raguideau, Léonore ; Raguideau-Hannotin, Leonore. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-20.

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2020The Energy and Gross Domestic Product Causality Nexus in Latin America 1900-2010. (2020). Leiva, Benjamin ; Rubio-Varas, Mar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-54.

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2021Forecasting air passenger numbers with a GVAR model. (2021). Zekan, Bozana ; Gunter, Ulrich. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001304.

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2021A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749.

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2020The Tobit cointegrated vector autoregressive model: An application to the currency market. (2020). Welfe, Aleksander ; Grabowski, Wojciech. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:88-100.

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2021Testing the intertemporal sustainability of current account in the presence of endogenous structural breaks: Evidence from the top deficit countries. (2021). Garg, Bhavesh ; Prabheesh, K P. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:365-379.

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2020(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models. (2020). Mayer, Alexander. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302184.

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2020Stationary bubble equilibria in rational expectation models. (2020). Monfort, Alain ; Jasiak, J ; Gourieroux, C. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:714-735.

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2021A panel cointegrating rank test with structural breaks and cross-sectional dependence. (2021). Karaman Örsal, Deniz ; Deniz Dilan Karaman , ; Arsova, Antonia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:107-129.

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2021The original sin: Firms’ dynamics and the life-cycle consequences of economic conditions at birth. (2021). Romano, Simone ; Cavallari, Lilia ; Naticchioni, Paolo. In: European Economic Review. RePEc:eee:eecrev:v:138:y:2021:i:c:s0014292121001781.

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2020Testing for explosive bubbles in the presence of autocorrelated innovations. (2020). Montes, Erik Christian ; Pedersen, Thomas Quistgaard . In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:207-225.

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2020Linear and nonlinear Granger causality between electricity production and economic performance in Mexico. (2020). Rosellon, Juan ; Massa, Ricardo. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302263.

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2020Spatial and cross-product price linkages in the Brazilian pine timber markets. (2020). Parajuli, Rajan ; Cubbage, Frederick W ; Schons, Stella Z ; da Silva, Bruno Kanieski. In: Forest Policy and Economics. RePEc:eee:forpol:v:117:y:2020:i:c:s1389934119302667.

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2020Pitfalls and merits of cointegration-based mortality models. (2020). Jallbjorn, Snorre ; Jarner, Soren F. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:80-93.

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2021Calendar effect and in-sample forecasting. (2021). Vogt, Michael ; Nielsen, Jens Perch ; Martinez-Miranda, Maria Dolores ; Mammen, Enno. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:31-52.

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2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

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2021Global imbalances, external adjustment and propagated shocks: An African perspective from a global VAR model. (2021). Omoshoro-Jones, Oyeyinka ; Bonga-Bonga, Lumengo. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:186-203.

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2020Long-run price behaviour in the gasoline market - The role of exogeneity. (2020). Hunter, John ; Asieh, Seyedeh. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:620-627.

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2020Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks. (2020). Pavlidis, Efthymios ; Vasilopoulos, Kostas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301789.

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2020Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data. (2020). Kurita, Takamitsu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x19300910.

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2020Enduring Attitudes and Contextual Interest: When and Why Attitude Surveys Still Matter in the Online Consumer Decision Journey. (2020). van Ewijk, Bernadette ; Pauwels, Koen. In: Journal of Interactive Marketing. RePEc:eee:joinma:v:52:y:2020:i:c:p:20-34.

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2020The effects of shale oil production, capital and labour on economic growth in the United States: A maximum likelihood analysis of the resource curse hypothesis. (2020). Solarin, Sakiru Adebola. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309249.

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2021On the long-term common movement of resource and commodity prices.A methodological proposal. (2021). Esposti, Roberto. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000271.

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2021Climate disasters, carbon dioxide, and financial fundamentals. (2021). Gregory, Richard P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:45-58.

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2020Merchandise exports and economic growth: multivariate time series analysis for the United Arab Emirates. (2020). Chamberlain, Trevor W ; Kalaitzi, Athanasia S. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103781.

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2021Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311.

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2020Japan’s Productivity and GDP Growth: The Role of Private, Public and Foreign R&D 1967–2017. (2020). Ziesemer, Thomas. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:4:p:77-:d:420847.

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2020Effects of International Crude Oil Prices on Energy Consumption in China. (2020). Chau, Kwong Wing ; Zou, Gaolu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3891-:d:391968.

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2021Forecasting Principles from Experience with Forecasting Competitions. (2021). Hendry, David F ; Doornik, Jurgen A ; Castle, Jennifer L. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:10-165:d:504406.

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2020Are the Current Account Imbalances on a Sustainable Path?. (2020). Sriananthakumar, Sivagowry ; Narayan, Seema. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:201-:d:409186.

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2021House Price Forecasting from Investment Perspectives. (2021). Ouysse, Rachida ; Rabhi, Fethi ; Herath, Shanaka ; Ge, Xin Janet ; Mangioni, Vince ; Shi, Song . In: Land. RePEc:gam:jlands:v:10:y:2021:i:10:p:1009-:d:643593.

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2020Loss Reserving Estimation With Correlated Run-Off Triangles in a Quantile Longitudinal Model. (2020). Pitselis, Georgios ; Badounas, Ioannis . In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:14-:d:315997.

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2020In-Sample Hazard Forecasting Based on Survival Models with Operational Time. (2020). Bischofberger, Stephan M. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:3-:d:304744.

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2021Spatial Price Transmission and Price Dynamics of Global Butter Export Market under Economic Shocks. (2021). Su, Wen-Hao ; Wang, Liming ; Li, Chenguang ; Xue, Huidan. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9297-:d:617223.

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2020PUBLIC DEBT AND ECONOMIC GROWTH IN BRAZIL. (2020). Afonso, Antonio ; Silva, Agatha ; Gadelha, Sergio. In: Working Papers REM. RePEc:ise:remwps:wp01482020.

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2020Real Time Forecasting of Covid-19 Intensive Care Units demand. (2020). Verzillo, Stefano ; Paruolo, Paolo ; Lovaglio, Pietro Giorgio ; Berta, Paolo. In: Working Papers. RePEc:jrs:wpaper:202008.

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2020Public finances in the EU-27: Are they sustainable?. (2020). Cuestas, Juan ; Sauci, Laura ; Gil-Alana, Luis A. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:1:d:10.1007_s10663-018-9411-0.

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2020The Impact of Domestic and Foreign Monetary Policy on Iran\s economy: Global Modeling. (2020). Dehbaghi, Simin Akbari ; Ahangari, Majid ; Arman, Seyed Aziz . In: Journal of Money and Economy. RePEc:mbr:jmonec:v:15:y:2020:i:2:p:151-180.

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2020Modelling Non-stationary Big Data. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen . In: Economics Series Working Papers. RePEc:oxf:wpaper:905.

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2021The International Transmission of US Tax Shocks: A Proxy-SVAR Approach. (2021). Natoli, Filippo ; Metelli, Luca. In: IMF Economic Review. RePEc:pal:imfecr:v:69:y:2021:i:2:d:10.1057_s41308-021-00136-6.

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2020Correction of Trade Deficit through Depreciation - A Misdirected Policy: An Empirical Evidence from Pakistan. (2020). Hina, Hafsa. In: PIDE-Working Papers. RePEc:pid:wpaper:2020:24.

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2020The Risk-Taking Channel in the US: A GVAR Approach. (2020). Caglayan, Mustafa ; Mouratidis, Kostas ; Alzuabi, Raslan. In: MPRA Paper. RePEc:pra:mprapa:101391.

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2021On Policy Interventions and Vertical Price Transmission: the Italian Milk Supply Chain Case. (2021). Santeramo, Fabio ; Antonioli, Federico. In: MPRA Paper. RePEc:pra:mprapa:106035.

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2021The Relevance on assessing Real Exchange Rate Misalignment under lessons from covid-19 crisis. (2021). Kuikeu, Oscar. In: MPRA Paper. RePEc:pra:mprapa:108047.

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2020The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success. (2020). Lehrer, Steven ; Xie, Tian. In: Working Paper. RePEc:qed:wpaper:1449.

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2020The North-South Divide, the Euro and the World. (2020). Panagiotidis, Theodore ; Mouratidis, Kostas ; Chisiridis, Konstantinos. In: Working Paper series. RePEc:rim:rimwps:20-10.

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2020Trade Linkages and Business Cycle Co-movement: Analysis of Trade between African Economies and their Main Trading partners. (2020). Bonga-Bonga, Lumengo ; Kinfack, Emilie. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0872.

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2021Displacement Effect and Ratchet Effect: Testing of Two Alternative Hypotheses. (2021). Jan-Garca, Manuel. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:21582440211003577.

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2021Bubble Detection in Housing Market: Evidence From a Developing Country. (2021). Jawaid, Syed Tehseen ; Khalil, Samina ; Ahmed, Rafiq. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211006690.

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2021Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output. (2021). Weber, Enzo ; Soloschenko, Max . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:2:d:10.1007_s41549-021-00058-2.

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2021The price–rent ratio inequality in Scottish Cities: fluctuations in discount rates and expected rent growth. (2021). Rambaccussing, Dooruj. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:9:d:10.1007_s43546-021-00116-y.

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2021BREXIT referendum’s impact on the financial markets in the UK. (2021). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:157:y:2021:i:1:d:10.1007_s10290-020-00393-z.

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2020The British Stock Market under the Structure of Market Capitalization Value: New Evidence on its Predictive Content. (2020). Georgiou, Catherine. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:13:y:2020:i:3:p:56-69.

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2020Finance-Growth Nexus and Globalization in Brazil, India, Philippines, Thailand, and Turkey: Evidence from VECM Cointegration Analysis. (2020). Fukuda, Takashi. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0036.

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2021The risk?taking channel in the United States: A GVAR approach. (2021). Mouratidis, Kostas ; Caglayan, Mustafa ; Alzuabi, Raslan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5826-5849.

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2021Time?varying causal nexuses between economic growth and CO2 emissions in G?7 countries: A bootstrap rolling window approach over 1820–2015. (2021). Hussain, Syed Jawad ; Khraief, Naceur ; Ali, Sajid ; Alam, Md Samsul. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6128-6148.

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2021Determinants of the WTI?Brent price spread revisited. (2021). Rathgeber, Andreas W ; Geyerklingeberg, Jerome. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:5:p:736-757.

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2020Real Time Forecasting of Covid-19 Intensive Care Units demand. (2020). Verzillo, S ; Paruolo, P ; Lovaglio, P G ; Berta, P. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:20/16.

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Works by Bent Nielsen:


YearTitleTypeCited
2008An analysis of the indicator saturation estimator as a robust regression estimator In: CREATES Research Papers.
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2008An analysis of the indicator saturation estimator as a robust regression estimator.(2008) In: Economics Papers.
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2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli In: CREATES Research Papers.
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2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Discussion Papers.
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2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Economics Papers.
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This paper has another version. Agregated cites: 0
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2010Testing for rational bubbles in a co-explosive vector autoregression In: CREATES Research Papers.
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paper25
2010Testing for rational bubbles in a co-explosive vector autoregression.(2010) In: Economics Papers.
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paper
2012Testing for rational bubbles in a coexplosive vector autoregression.(2012) In: Econometrics Journal.
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article
2011Asymptotic theory for iterated one-step Huber-skip estimators In: CREATES Research Papers.
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paper1
2011Asymptotic theory for iterated one-step Huber-skip estimators.(2011) In: Discussion Papers.
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2013Asymptotic analysis of the Forward Search In: CREATES Research Papers.
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2013Asymptotic analysis of the Forward Search.(2013) In: Discussion Papers.
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2013Asymptotic analysis of the Forward Search.(2013) In: Economics Papers.
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2014Outlier detection algorithms for least squares time series regression In: CREATES Research Papers.
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2014Outlier detection algorithms for least squares time series regression.(2014) In: Economics Papers.
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1998Asymptotic Inference on Cointegrating Rank in Partial Systems. In: Journal of Business & Economic Statistics.
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article203
1998Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys.
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article54
2015Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality In: Journal of the Royal Statistical Society Series A.
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2013Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality.(2013) In: Economics Papers.
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2006Correlograms for non?stationary autoregressions In: Journal of the Royal Statistical Society Series B.
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2003Correlograms for non-stationary autoregressions.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 2
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2011Forecasting in an Extended Chain?Ladder?Type Model In: Journal of Risk & Insurance.
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2010Forecasting in an extended chain-ladder-type model.(2010) In: Economics Papers.
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2003Likelihood analysis of a first?order autoregressive model with exponential innovations In: Journal of Time Series Analysis.
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article9
2000Similarity Issues in Cointegration Analysis In: Oxford Bulletin of Economics and Statistics.
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article45
2008Power of Tests for Unit Roots in the Presence of a Linear Trend* In: Oxford Bulletin of Economics and Statistics.
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article1
2003Power of tests for unit roots in the presence of a linear trend.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 1
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2005STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS In: Econometric Theory.
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article6
2003Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 6
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2010ANALYSIS OF COEXPLOSIVE PROCESSES In: Econometric Theory.
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article22
2005Analysis of co-explosive processes.(2005) In: Economics Papers.
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2011ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS In: Econometric Theory.
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2009Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends.(2009) In: Economics Papers.
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2001The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes. In: Econometrica.
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article4
2003The Influence of Var Dimensions on Estimator Biases: Comment In: Econometrica.
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article1
2000Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend In: Econometric Society World Congress 2000 Contributed Papers.
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2000Cointegration analysis in the presence of structural breaks in the deterministic trend.(2000) In: Econometrics Journal.
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This paper has another version. Agregated cites: 368
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2009The empirical process of autoregressive residuals In: Econometrics Journal.
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2007The empirical process of autoregressive residuals.(2007) In: Economics Papers.
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1997On convergence of multivariate Laplace transforms In: Statistics & Probability Letters.
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article2
2013Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator In: Econometrics.
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