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M

Morten Ørregaard Nielsen

queens university - canada

35H指数
149论文数
4.4K被引数
收录论文 24
发表时间
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Bootstrap Inference in the Presence of Bias
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2024-01-09
err2
errOAAI
errCavaliere, Giuseppe; Goncalves, Silvia; Nielsen, Morten Orregaard; Zanelli, Edoardo
err分享
err收藏
Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust
errSTATA JOURNAL
IF2.4
err2023-12-21
err3
errOAAI
errMackinnon, James G.; Nielsen, Morten Orregaard; Webb, Matthew D.
err分享
err收藏
Testing for the appropriate level of clustering in linear regression models
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err4
errOAAI
errMacKinnon, James G.; Nielsen, Morten Orregaard; Webb, Matthew D.
err分享
err收藏
Cluster-robust inference: A guide to empirical practice
errJOURNAL OF ECONOMETRICS
IF4
err2023-02-01
err69
errOAAI
errMacKinnon, James G.; Nielsen, Morten Orregaard; Webb, Matthew D.
err分享
err收藏
Asymptotic theory and wild bootstrap inference with clustered errors具有聚类错误的渐近理论和wild bootstrap推断
errJOURNAL OF ECONOMETRICS
IF4
err2019-10-01
err44
errOAAI
errDjogbenou, Antoine A.; MacKinnon, James G.; Nielsen, Morten Orregaard
err分享
err收藏
Fast and wild: Bootstrap inference in Stata using boottest快速而狂野: 使用boottest在Stata中进行引导推理
errSTATA JOURNAL
IF2.4
err2019-03-14
err485
errOAAI
errRoodman, David; MacKinnon, James G.; Nielsen, Morten Orregaard; Webb, Matthew D.
err分享
err收藏
The cointegrated vector autoregressive model with general deterministic terms具有一般确定性项的协整向量自回归模型
errJOURNAL OF ECONOMETRICS
IF4
err2018-02-01
err5
errOAAI
errJohansen, Soren; Nielsen, Morten Orregaard
err分享
err收藏
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form具有未知形式异方差的分数时间序列模型中的拟最大似然估计和自举推断
errJOURNAL OF ECONOMETRICS
IF4
err2017-05-01
err13
errOAAI
errCavaliere, Giuseppe; Nielsen, Morten Orregaard; Taylor, A. M. Robert
err分享
err收藏
Guest editors' introduction: Special issue of Journal of Banking and Finance on recent developments in financial econometrics and applications
errJOURNAL OF BANKING & FINANCE
IF3.8
err2015-12-01
err0
PREAI
errNarayan, Paresh Kumar; Nielsen, Morten Orregaard
err分享
err收藏
The impact of financial crises on the risk-return tradeoff and the leverage effect
errECONOMIC MODELLING
IF4.7
err2015-09-01
err20
errOAAI
errChristensen, Bent Jesper; Nielsen, Morten Orregaard; Zhu, Jie
err分享
err收藏
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets异方差ARFIMA模型中分数积分的Bootstrap分数测试，及其在商品现货和期货市场价格动态中的应用
errJOURNAL OF ECONOMETRICS
IF4
err2015-08-01
err15
errOAAI
errCavaliere, Giuseppe; Nielsen, Morten Orregaard; Taylor, A. M. Robert
err分享
err收藏
Improved likelihood ratio tests for cointegration rank in the VAR modelVAR模型中协整秩的改进似然比检验
errJOURNAL OF ECONOMETRICS
IF4
err2015-01-01
err9
errOAAI
errBoswijk, H. Peter; Jansson, Michael; Nielsen, Morten Orregaard
err分享
err收藏
Local polynomial Whittle estimation of perturbed fractional processes扰动分数阶过程的局部多项式Whittle估计
errJOURNAL OF ECONOMETRICS
IF4
err2012-04-01
err30
errOAAI
errFrederiksen, Per; Nielsen, Frank S.; Nielsen, Morten Orregaard
err分享
err收藏
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis单位根假设的近乎有效的似然比检验
errECONOMETRICA
IF7.1
err2012-01-01
err19
errOAAI
errJansson, Michael; Nielsen, Morten Orregaard
err分享
err收藏
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model分数协整向量自回归模型的似然推断
errECONOMETRICA
IF7.1
err2012-01-01
err207
errOAAI
errJohansen, Soren; Nielsen, Morten Orregaard
err分享
err收藏
Fully modified narrow-band least squares estimation of weak fractional cointegration弱分数阶协整的全修正窄带最小二乘估计
errECONOMETRICS JOURNAL
IF7
err2011-02-18
err39
errOAAI
errNielsen, Morten Orregaard; Frederiksen, Per
err分享
err收藏
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets隐含波动率在预测外汇、股票和债券市场未来已实现波动率和跳跃中的作用
errJOURNAL OF ECONOMETRICS
IF4
err2011-01-01
err207
errOAAI
errBusch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Orregaard
err分享
err收藏
A vector autoregressive model for electricity prices subject to long memory and regime switching
errENERGY ECONOMICS
IF14.2
err2010-09-01
err58
errOAAI
errHaldrup, Niels; Nielsen, Frank S.; Nielsen, Morten Orregaard
err分享
err收藏
Likelihood inference for a nonstationary fractional autoregressive model非平稳分数阶自回归模型的似然推断
errJOURNAL OF ECONOMETRICS
IF4
err2010-09-01
err115
errOAAI
errJohansen, Soren; Nielsen, Morten Orregaard
err分享
err收藏
Nonparametric cointegration analysis of fractional systems with unknown integration orders积分阶数未知的分数阶系统的非参数协整分析
errJOURNAL OF ECONOMETRICS
IF4
err2010-04-01
err37
errOAAI
errNielsen, Morten Orregaard
err分享
err收藏

研究方向

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合作学者
合作期刊
P
Paresh Kumar Narayan
H 指数: 86 · 论文数: 683
S
Søren Johansen
H 指数: 57 · 论文数: 347
J
James G. MacKinnon
H 指数: 54 · 论文数: 231
T
Thomas Busch
H 指数: 37 · 论文数: 287
R
Robert Taylor
H 指数: 36 · 论文数: 365
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