Morten Ørregaard Nielsen : Citation Profile


Are you Morten Ørregaard Nielsen?

Aarhus Universitet

27

H index

44

i10 index

2514

Citations

RESEARCH PRODUCTION:

63

Articles

127

Papers

RESEARCH ACTIVITY:

   22 years (2001 - 2023). See details.
   Cites by year: 114
   Journals where Morten Ørregaard Nielsen has often published
   Relations with other researchers
   Recent citing documents: 160.    Total self citations: 118 (4.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pni42
   Updated: 2024-01-16    RAS profile: 2023-12-24    
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Relations with other researchers


Works with:

MacKinnon, James (18)

Webb, Matthew (15)

Taylor, Robert (6)

Cavaliere, Giuseppe (4)

Iacone, Fabrizio (4)

Noël, Antoine (3)

Djogbenou, Antoine (2)

Johansen, Soren (2)

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 (127)

Sibbertsen, Philipp (69)

DE TRUCHIS, Gilles (62)

Santucci de Magistris, Paolo (61)

Leschinski, Christian (45)

Caporale, Guglielmo Maria (39)

Christensen, Bent Jesper (37)

YAYA, OLAOLUWA (35)

ALOY, Marcel (29)

Caporin, Massimiliano (28)

Rodrigues, Paulo (27)

Cites to:

Bollerslev, Tim (102)

MacKinnon, James (101)

Andersen, Torben (75)

Johansen, Soren (74)

Diebold, Francis (70)

Phillips, Peter (56)

Webb, Matthew (50)

Robinson, Peter (49)

Baillie, Richard (36)

Velasco, Carlos (33)

Davidson, Russell (29)

Main data


Where Morten Ørregaard Nielsen has published?


Journals with more than one article published# docs
Journal of Econometrics14
Journal of Time Series Analysis7
Econometric Theory6
Journal of Business & Economic Statistics3
Journal of Empirical Finance3
Journal of Business & Economic Statistics3
Econometrica2
Journal of Futures Markets2
Economics Letters2
Econometrics Journal2
Journal of Applied Econometrics2
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 (2024 and 2023)


YearTitle of citing document
2023Who Gets Jobs Matters: Monetary Policy and the Labour Market in HANK and SAM. (2023). Lozej, Matija ; Herman, Uro. In: AMSE Working Papers. RePEc:aim:wpaimx:2334.

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2023Financial Literacy, Experimental Preference Measures and Field Behavior – A Randomized Educational Intervention. (2023). Schneider, Sebastian ; Froitzheim, Manuel ; Untertrifaller, Anna ; Weyland, Michael ; Sutter, Matthias. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:229.

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2023Permutation inference with a finite number of heterogeneous clusters. (2019). Hagemann, Andreas. In: Papers. RePEc:arx:papers:1907.01049.

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2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2023Multiway empirical likelihood. (2021). Otsu, Taisuke ; Matsushita, Yukitoshi ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2108.04852.

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2023Testing 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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2023Standard 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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2023A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112.

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2023General Conditions for Valid Inference in Multi-Way Clustering. (2023). Yap, Luther. In: Papers. RePEc:arx:papers:2301.03805.

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2023Inference on quantile processes with a finite number of clusters. (2023). Hagemann, Andreas. In: Papers. RePEc:arx:papers:2301.04687.

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2023Realized recurrent conditional heteroskedasticity model for volatility modelling. (2023). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Papers. RePEc:arx:papers:2302.08002.

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2023Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880.

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2023Volatility jumps and the classification of monetary policy announcements. (2023). Gallo, Giampiero ; Otranto, Edoardo ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2305.12192.

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2023Robust inference for the treatment effect variance in experiments using machine learning. (2023). Sanchez-Becerra, Alejandro. In: Papers. RePEc:arx:papers:2306.03363.

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2023Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

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2023The Yule-Frisch-Waugh-Lovell Theorem for Linear Instrumental Variables Estimation. (2023). Basu, Deepankar. In: Papers. RePEc:arx:papers:2307.12731.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

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2023Variational Inference for GARCH-family Models. (2023). Iosifidis, Alexandros ; Magris, Martin. In: Papers. RePEc:arx:papers:2310.03435.

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2023(Frisch-Waugh-Lovell): On the Estimation of Regression Models by Row. (2023). Clarke, Damian ; Villena-Rold, Benjam'In ; Paris, Nicol'As. In: Papers. RePEc:arx:papers:2311.15829.

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2023Inference on common trends in functional time series. (2023). Seong, Dakyung ; Nielsen, Morten Orregaard. In: Papers. RePEc:arx:papers:2312.00590.

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2023Influence Analysis with Panel Data. (2023). Polselli, Annalivia. In: Papers. RePEc:arx:papers:2312.05700.

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2023Consumers’ valuation of a biofortified crop: Evidence from a laboratory experiment. (2023). Mottaleb, Khondoker ; Ali, Syed Imran ; Rouf, Md Abdur ; Rahaman, Md Shajedur ; Dsouza, Alwin. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:5:p:697-708.

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2023.

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2023New perspectives on the contribution of sanitary investments to mortality decline in English cities, 1845–1909. (2023). Gray, Felix ; Davenport, Romola J ; Aidt, Toke S. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:2:p:624-660.

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2023.

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2023Family policy, intrahousehold bargaining, and child health. (2023). Borga, Liyousew Gebremedhin. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:2:p:663-684.

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2023Environmental disasters and mental health: Evidence from oil spills in the Peruvian Amazon. (2023). Chong, Alberto ; Srebot, Carla. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:2:p:771-796.

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2023.

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2023Biased Beliefs and Stigma as Barriers to Treatment and Innovation Adoption. (2023). Lasio, Laura ; Grigolon, Laura. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_277v2.

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2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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2023Financial Literacy, Experimental Preference Measures and Field Behavior – A Randomized Educational Intervention. (2023). Schneider, Sebastian ; Untertrifaller, Anna ; Weyland, Michael ; Sutter, Matthias ; Froitzheim, Manuel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10400.

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2023Volatility jumps and the classification of monetary policy announcements. (2023). Gallo, Giampiero ; Otranto, E ; Lacava, D. In: Working Paper CRENoS. RePEc:cns:cnscwp:202306.

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2023Hunting Militias at All Cost: Urban Military Operation and Birth Outcomes. (2023). Cortés, Darwin ; Suarez, Gabriel ; Posso, Christian ; Gomez, Catalina ; Cortes, Darwin. In: Documentos de Trabajo. RePEc:col:000092:020935.

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2023Carbon costs and industrial firm performance: Evidence from international microdata. (2023). Hille, Erik ; Trinks, Arjan. In: CPB Discussion Paper. RePEc:cpb:discus:445.

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2023Bank Funding, SME lending and Risk Taking. (2023). Elbourne, Adam ; Schmitz, Robert ; Giuliodori, Massimo ; Lammers, Sander. In: CPB Discussion Paper. RePEc:cpb:discus:447.

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2023European Insolvency Law and Firm Leverage. (2023). Soederhuizen, Beau ; van Solinge, Fien. In: CPB Discussion Paper. RePEc:cpb:discus:448.

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2023Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25.

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2023On the Nexus between Economic growth and Environmental Degradation in 28 Countries Classified by Income Level: A Panel Data with an Error-components Model. (2023). Venegas-Martínez, Francisco ; Venegas-Martnez, Francisco ; Carbajal-De, Carolina ; Ruiz-Alemn, Mijail Eduardo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-54.

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2023The impact of offshore wind energy on Northern European wholesale electricity prices. (2023). Schluter, Jan Chr ; Wacker, Benjamin ; Seebass, Johann V ; Hosius, Emil. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300274x.

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2023The deep roots of rebellion. (2023). Severgnini, Battista ; Narciso, Gaia. In: Journal of Development Economics. RePEc:eee:deveco:v:160:y:2023:i:c:s0304387822000980.

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2023Religious leaders and rule of law. (2023). Seror, Avner ; Mehmood, Sultan. In: Journal of Development Economics. RePEc:eee:deveco:v:160:y:2023:i:c:s030438782200116x.

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2023The cost of fear: Impact of violence risk on child health during conflict. (2023). Tapsoba, Augustin. In: Journal of Development Economics. RePEc:eee:deveco:v:160:y:2023:i:c:s0304387822001171.

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2023Social and financial incentives for overcoming a collective action problem. (2023). Guiteras, Raymond ; Mobarak, Ahmed Mushfiq ; Levinsohn, James ; Bakhtiar, Mehrab M. In: Journal of Development Economics. RePEc:eee:deveco:v:162:y:2023:i:c:s0304387823000275.

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2023Gender of children and risky health behaviors: Evidence from China. (2023). Li, Wenchao. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s026499932200390x.

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2023Is a co-jump in prices a sparse jump?. (2023). Li, Handong ; Song, Shijia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000463.

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2023Are SRI funds financing carbon emissions? An input-output life cycle assessment of investment funds. (2023). Benetto, Enrico ; Rubin, Mirco ; Hitaj, Claudia ; Gibon, Thomas ; Popescu, Ioana-Stefania. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001817.

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2023Natural disasters and preferences for the environment: Evidence from the impressionable years. (2023). Corbi, Raphael ; Falco, Chiara. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522004207.

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2023Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775.

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2023Impact of New York state nurse practitioners modernization act on quality of care. (2023). Petrova, Kameliia ; Choudhury, Agnitra Roy. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002896.

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2023Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499.

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2023What’s trending in difference-in-differences? A synthesis of the recent econometrics literature. (2023). Poe, John ; Bilinski, Alyssa ; Roth, Jonathan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2218-2244.

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2023Uniform inference in linear panel data models with two-dimensional heterogeneity. (2023). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:694-719.

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2023Using large samples in econometrics. (2023). MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:922-926.

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2023Fast cluster bootstrap methods for linear regression models. (2023). MacKinnon, James G. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:52-71.

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2023Gender-based price discrimination in the annuity market: Evidence from Chile. (2023). Bello, Piera. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002367.

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2023Women’s education, fertility and children’ health during a gender equalization process: Evidence from a child labor reform in Spain. (2023). Jimenez-Martin, Sergi ; Cabrales, Antonio ; Vall-Castello, Judit ; Belles-Obrero, Cristina. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000405.

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2023Tuition fees and educational attainment. (2023). Marcus, Jan ; Leibing, Andreas ; Weinhardt, Felix ; Bietenbeck, Jan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000600.

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2023The contribution of jump signs and activity to forecasting stock price volatility. (2023). Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:144-164.

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2023Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City. (2023). Lepori, Gabriele M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:165-181.

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2023A memory in the bond: Green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework. (2023). Mishra, Tapas ; Tian, Shu ; Uddin, Gazi Salah ; Parhi, Mamata ; Park, Donghyun. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001500.

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2023Climate, wind energy, and CO2 emissions from energy production in Denmark. (2023). Santucci de Magistris, Paolo ; Christensen, Bent Jesper ; Gupta, Nabanita Datta ; Carlini, Federico. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003195.

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2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

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2023The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731.

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2023Trimming extreme reports in preference aggregation. (2023). Xefteris, Dimitrios ; Nuñez, Matias ; Nuez, Matias ; Louis, Philippos. In: Games and Economic Behavior. RePEc:eee:gamebe:v:137:y:2023:i:c:p:116-151.

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2023Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Satchell, Stephen ; Gao, Yang ; Duan, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100.

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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2023Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502.

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2023Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586.

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2023Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171.

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2023Ballot structure and political selection. Evidence from changes in electoral rules. (2023). Papagni, Erasmo ; Alfano, Maria Rosaria ; Baraldi, Anna Laura. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:51:y:2023:i:1:p:324-347.

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2023Does tertiary education expansion affect the fertility of women past the college-entry age?. (2023). Chang, Simon ; Bharati, Tushar ; Li, Qing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1029-1055.

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2023The importance of farm management training for the African rice Green Revolution: Experimental evidence from rainfed lowland areas in Mozambique. (2023). Kajisa, Kei ; Vu, Trang Thu. In: Food Policy. RePEc:eee:jfpoli:v:114:y:2023:i:c:s0306919222001701.

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2023The effect of RCTs on drug demand: Evidence from off-label cancer drugs. (2023). McKibbin, Rebecca. In: Journal of Health Economics. RePEc:eee:jhecon:v:90:y:2023:i:c:s0167629623000565.

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2023Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259.

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2023Oil–gas price relationships on three continents: Disruptions and equilibria. (2023). Russo, Marianna ; Paraschiv, Florentina ; Halser, Christoph. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000375.

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2023Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x.

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2023Prospect theory and mutual fund flows: Evidence from China. (2023). Han, Jing ; Wang, Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001336.

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2023Economic freedom and life satisfaction: A moderated mediation model with individual autonomy and national culture. (2023). Graafland, Johan. In: European Journal of Political Economy. RePEc:eee:poleco:v:79:y:2023:i:c:s0176268023000927.

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2023Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

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2023The housing market impacts of bicycle-sharing systems. (2023). Chen, Yi-Syun ; Yang, Feng-An ; Shr, Yau-Huo. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:98:y:2023:i:c:s0166046222000874.

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2023The effect of Chinas driving restrictions on air pollution: The role of a policy announcement without a stated expiration. (2023). Li, Wenbo. In: Resource and Energy Economics. RePEc:eee:resene:v:72:y:2023:i:c:s0928765523000155.

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2023Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Yu, Changrui ; Zhang, Cheng ; Gong, Xiaomin ; Song, Ziyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545.

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2023Air quality index and the Chinese stock market volatility: Evidence from both market and sector indices. (2023). Liang, Chao ; Duc, Toan Luu ; Lu, Xinjie ; Shen, Lihua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:224-239.

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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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2023Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine. (2023). Silva, Thiago ; Tabak, Benjamin Miranda ; Berri, Paulo Victor. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000612.

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2023Growth vs value investing: Persistence and time trend before and after COVID-19. (2023). Parada, Jose Luis ; Lazcano, Ana ; Monge, Manuel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001101.

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2023Child labor among farm households in Mozambique and the role of reciprocal adult labor. (2023). Martin, Thomas ; Fumagalli, Laura. In: World Development. RePEc:eee:wdevel:v:161:y:2023:i:c:s0305750x22002856.

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2023Learning together: Experimental evidence on the impact of group-based nutrition interventions in rural Bihar. (2023). Kumar, Neha ; Raghunathan, Kalyani ; Menon, Purnima ; Kathuria, Ashi Kohli ; Chauhan, Tarana ; Gupta, Shivani. In: World Development. RePEc:eee:wdevel:v:168:y:2023:i:c:s0305750x23000852.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Tunaru, Radu ; Bevilacqua, Mattia ; Vioto, Davide. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119289.

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2023The Impact of Export Controls on International Trade: Evidence from the Japan–Korea trade dispute in the semiconductor industry. (2023). Hongyong, Zhang ; Ryo, Makioka. In: Discussion papers. RePEc:eti:dpaper:23017.

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2023The Effects of Price Regulation on Pharmaceutical Expenditure and Availability. (2023). Toivanen, Otto ; Siikanen, Markku ; Markkanen, Jaakko ; Kortelainen, Mika. In: Working Papers. RePEc:fer:wpaper:157.

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2023A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling. (2023). Resta, Marina ; Castello, Oleksandr. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:12:p:4746-:d:1172227.

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2023Land Diversification and Its Contribution to Farms’ Income. (2023). Kouriati, Asimina ; Prentzas, Angelos ; Lialia, Evgenia ; Tafidou, Anna ; Bournaris, Thomas ; Moulogianni, Christina ; Dimitriadou, Eleni. In: Land. RePEc:gam:jlands:v:12:y:2023:i:4:p:911-:d:1126950.

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2023.

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2023Effect of Peer Information and Peer Communication on Working Performance. (2023). Binh, Le Thanh. In: Working Papers. RePEc:hai:wpaper:202309.

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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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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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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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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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paper8
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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2014A Fractionally Cointegrated Var Analysis Of Price Discovery In Commodity Futures Markets.(2014) In: Working Paper.
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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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2014Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models In: CREATES Research Papers.
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2015Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models.(2015) In: Journal of Time Series Analysis.
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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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2018The cointegrated vector autoregressive model with general deterministic terms.(2018) In: Journal of Econometrics.
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2016The cointegrated vector autoregressive model with general deterministic terms.(2016) In: Discussion Papers.
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2016The Cointegrated Vector Autoregressive Model With General Deterministic Terms.(2016) In: Working Paper.
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2016Forecasting daily political opinion polls using the fractionally cointegrated VAR model In: CREATES Research Papers.
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2015Forecasting daily political opinion polls using the fractionally cointegrated VAR model.(2015) In: Working Paper.
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2017Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form In: CREATES Research Papers.
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2017Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form.(2017) In: Journal of Econometrics.
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2016Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form.(2016) In: Working Paper.
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2017Testing the CVAR in the fractional CVAR model In: CREATES Research Papers.
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2018Testing the CVAR in the Fractional CVAR Model.(2018) In: Journal of Time Series Analysis.
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2017Testing the CVAR in the fractional CVAR model.(2017) In: Discussion Papers.
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2017Testing The Cvar In The Fractional Cvar Model.(2017) In: Working Paper.
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2018Nonstationary cointegration in the fractionally cointegrated VAR model In: CREATES Research Papers.
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2019Nonstationary Cointegration in the Fractionally Cointegrated VAR Model.(2019) In: Journal of Time Series Analysis.
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2018Nonstationary cointegration in the fractionally cointegrated VAR model.(2018) In: Discussion Papers.
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2018Nonstationary Cointegration In The Fractionally Cointegrated Var Model.(2018) In: Working Paper.
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2018Fast and Wild: Bootstrap Inference in Stata Using boottest In: CREATES Research Papers.
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2018Fast And Wild: Bootstrap Inference In Stata Using Boottest.(2018) 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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2019Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors In: CREATES Research Papers.
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2019Asymptotic theory and wild bootstrap inference with clustered errors.(2019) In: Journal of Econometrics.
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2018Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors.(2018) In: Working Paper.
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2020Wild Bootstrap and Asymptotic Inference with Multiway Clustering In: CREATES Research Papers.
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2019Wild Bootstrap and Asymptotic Inference with Multiway Clustering.(2019) In: Working Paper.
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2021Wild Bootstrap and Asymptotic Inference With Multiway Clustering.(2021) In: Journal of Business & Economic Statistics.
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2020Truncated sum of squares estimation of fractional time series models with deterministic trends In: CREATES Research Papers.
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2020TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS.(2020) In: Econometric Theory.
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2019Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends.(2019) In: Working Paper.
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2020Adaptive Inference in Heteroskedastic Fractional Time Series Models In: CREATES Research Papers.
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2019Adaptive Inference In Heteroskedastic Fractional Time Series Models.(2019) In: Working Paper.
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2020To infinity and beyond: Efficient computation of ARCH(1) models In: CREATES Research Papers.
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2021Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks.(2021) In: Essex Finance Centre Working Papers.
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2023INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES.(2023) In: Econometric Theory.
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2020Inference on the dimension of the nonstationary subspace in functional time series.(2020) In: Working Paper.
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2022Truncated sum-of-squares estimation of fractional time series models with generalized power law trend.(2022) In: Working Paper.
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