Morten Ørregaard Nielsen

Economics and Econometrics · with Haldrup · 2004–2006

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

Whom Morten Ørregaard Nielsen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Peter M. Robinson
  2. Yoshihiro Yajima

Who trusts Morten Ørregaard Nielsen overall

  1. Morten Ørregaard Nielsen
  2. Rafal Weron
  3. Katsumi Shimotsu
  4. Wen-Jen Tsay
  5. S. J. Koopman
  6. Friedrich Hubalek
  7. Ole E. Barndorff-Nielsen
  8. Michael Bierbrauer
  9. Ladislav Kristoufek
  10. M. M. Andreasen

Papers from Morten Ørregaard Nielsen's perspective

Ordered by how strongly the researchers Morten Ørregaard Nielsen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Determination of Cointegrating Rank in Fractional Systems
  2. Time series analysis, forecasting and control
  3. Generalized autoregressive conditional heteroskedasticity
  4. Statistics for long-memory processes
  5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. Matrix analysis
  8. On the typical spectral shape of an economic variable
  9. Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models
  10. Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data

Their papers