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Nielsen, Morten Ørregaard


 SSRN Author Rank: 12,297 by Downloads
 Professor
 

Queen's University - Department of Economics


 94 University Avenue
 Kingston K7L 3N6, Ontario
 Canada
 HOME PAGE: http://www.econ.queensu.ca/faculty/nielsen/
 email address

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. Nielsen, Morten Ørregaard's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,349
Total
Citations
120
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Busch, Thomas
CREATES
Christensen, Bent Jesper
University of Aarhus - Department of Economics
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
23 Jun 08
341
(53,708)
15

2.   Incl. Electronic Paper
Brendstrup, Bjarne
University of Aarhus - Department of Economics
Hylleberg, Svend
University of Aarhus - Department of Economics
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Skipper, Lars
University of Aarhus - Department of Economics
Stentoft, Lars
Department of Economics, University of Western Ontario
Posted:
18 Dec 01
Last Revised:
17 Aug 04
253
(75,064)
1

3.  
Christensen, Bent Jesper
University of Aarhus - Department of Economics
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
16 Aug 01
246
(77,393)
8

4.  
Andersen, Torben G.
Northwestern University - Kellogg School of Management
Bollerslev, Tim
Duke University - Finance
Frederiksen, Per Skaarup
BlackRock, Inc
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Sommer, Margit
School of Economics and Management
Posted:
23 Jun 08
Last Revised:
02 Dec 08
210
(91,157)
20

5.  
Haldrup, Niels
CREATES
Nielsen, Frank
University of Aarhus - Department of Economics
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
23 Jun 08
177
(107,378)
2

6.  
A Regime Switching Long Memory Model for Electricity Prices | Show Abstract | Download This Paper |
University of Aarhus Economics Working Paper No. 2004-02
Number of Pages in PDF File: 33
Haldrup, Niels
CREATES
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
18 Jun 08
160
(117,626)
20

7.   Incl. Electronic Paper
Christensen, Bent Jesper
University of Aarhus - Department of Economics
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Zhu, Jie
University of Aarhus - School of Economics and Management
Posted:
22 Jun 08
Last Revised:
06 Aug 08
143
(129,576)
4

8.  
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
20 Jun 08
133
(139,368)
 

9.   Incl. Electronic Paper
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
31 Oct 02
Last Revised:
24 Aug 04
99
(171,458)
 

10.  
Estimation of Fractional Integration in the Presence of Data Noise | Show Abstract | Download This Paper |
University of Aarhus, Economics Working Paper No. 2003-10
Number of Pages in PDF File: 22
Haldrup, Niels
CREATES
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
12 Aug 03
84
(190,831)
9

11.   Incl. Electronic Paper
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Johansen, Soren
University of Copenhagen - Department of Economics
Posted:
21 May 10
Last Revised:
02 Jun 10
60
(230,803)
3

12.   Incl. Electronic Paper
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
29 Oct 01
Last Revised:
20 Jun 04
60
(230,803)
6

13.  
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
15 Jan 09
54
(242,890)
2

14.  
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
30 Jun 08
43
(268,017)
1

15.  
Frederiksen, Per Skaarup
BlackRock, Inc
Nielsen, Frank
University of Aarhus - Department of Economics
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
11 Jun 08
38
(281,120)
5

16.  
Haldrup, Niels
CREATES
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
18 Jun 08
37
(283,918)
3

17.  
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis | Show Abstract | Download This Paper |
CREATES Research Paper No. 2009-37
Number of Pages in PDF File: 18
Jansson, Michael
University of California, Berkeley - Department of Economics
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
04 Sep 09
29
(308,520)
1

18.  
Johansen, Soren
University of Copenhagen - Department of Economics
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Sommer, Margit
School of Economics and Management
Posted:
23 Jun 08
27
(315,774)
4

19.  
Jensen, Andreas
University of Copenhagen
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
07 Jun 13
24
(327,680)
 

20.   Incl. Electronic Paper
Frederiksen, Per Skaarup
BlackRock, Inc
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
24 Jun 08
Last Revised:
29 Jul 10
24
(327,680)
3

21.  
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots | Show Abstract | Download This Paper |
CREATES Research Paper 2009-55
Number of Pages in PDF File: 19
Jansson, Michael
University of California, Berkeley - Department of Economics
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Sommer, Margit
School of Economics and Management
Posted:
28 Nov 09
23
(331,872)
 

22.  
The Role of Initial Values in Nonstationary Fractional Time Series Models | Show Abstract | Download This Paper |
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-18
Number of Pages in PDF File: 30
Johansen, Soren
University of Copenhagen - Department of Economics
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
15 Nov 12
18
(353,606)
 

23.  
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem | Show Abstract | Download This Paper |
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 10-29
Number of Pages in PDF File: 9
Johansen, Soren
University of Copenhagen - Department of Economics
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
25 Oct 10
17
(357,996)
 

24.  
Asset Market Perspectives on the Israeli-Palestinian Conflict | Show Abstract | Add to Cart |
Economica, Vol. 75, Issue 297, pp. 84-115, February 2008
Number of Pages in PDF File: 32
Zussman, Asaf
Hebrew University of Jerusalem - Department of Economics
Zussman, Noam
affiliation not provided to SSRN
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
29 Dec 07
15
(366,736)
6

25.  
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model | Show Abstract | Download This Paper |
Tinbergen Institute Discussion Paper 12-097/III
Number of Pages in PDF File: 23
Boswijk, H. Peter
University of Amsterdam - Amsterdam School of Economics
Jansson, Michael
University of California, Berkeley - Department of Economics
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
22 Sep 12
14
(371,454)
 

26.   Incl. Electronic Paper
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
20 Aug 02
Last Revised:
07 Aug 04
11
(385,133)
4

27.   Incl. Electronic Paper
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
07 Jan 03
Last Revised:
19 Feb 05
7
(402,306)
2

28.  
Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration | Show Abstract | Add to Cart |
The Econometrics Journal, Vol. 14, Issue 1, pp. 77-120, 2011
Number of Pages in PDF File: 44
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Frederiksen, Per Skaarup
BlackRock, Inc
Posted:
28 Feb 11
2
(425,425)
1

29.  
Asymptotics for the Conditional‐Sum‐Of‐Squares Estimator in Multivariate Fractional Time‐Series Models | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 36, Issue 2, pp. 154-188, 2015
Number of Pages in PDF File: 35
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
13 Feb 15
0
(444,456)
 

30.  
A Fast Fractional Difference Algorithm | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 35, Issue 5, pp. 428-436, 2014
Number of Pages in PDF File: 9
Jensen, Andreas Noack
University of Copenhagen
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
27 Aug 14
0
(444,456)
 

31.   Incl. Electronic Paper
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
06 Jan 03
Last Revised:
29 Jul 10
 

32.  
Christensen, Bent Jesper
University of Aarhus - Department of Economics
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
28 Jan 05
 

33.  
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
28 Jan 05
 

34.   Incl. Electronic Paper
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
26 Aug 02
Last Revised:
18 Jun 04
 

35.   Incl. Electronic Paper
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
07 Jan 03
Last Revised:
18 Jun 04
 

36.  
Nielsen, Morten Ørregaard
Queen's University - Department of Economics
Posted:
20 Aug 02
 


Records 1 - 36 of 36 matches
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