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Nielsen, Morten Ørregaard


 SSRN Author Rank: 11,752 by Downloads
 Associate Professor
 

Queen's University - Department of Economics


 99 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
2,262
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 (Canada) - Department of Economics
Posted:
23 Jun 08
325
(51,976)
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 (Canada) - 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
250
(69,926)
1

3.  
Christensen, Bent Jesper
University of Aarhus - Department of Economics
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
16 Aug 01
246
(71,142)
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 (Canada) - Department of Economics
Sommer, Margit
School of Economics and Management
Posted:
23 Jun 08
Last Revised:
02 Dec 08
208
(84,728)
20

5.  
Haldrup, Niels
CREATES
Nielsen, Frank
University of Aarhus - Department of Economics
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
23 Jun 08
171
(102,118)
2

6.  
A Regime Switching Long Memory Model for Electricity Prices | Show Abstract | Download |
University of Aarhus Economics Working Paper No. 2004-02
Working Paper Series
Haldrup, Niels
CREATES
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
18 Jun 08
147
(116,976)
20

7.   Incl. Electronic Paper
Christensen, Bent Jesper
University of Aarhus - Department of Economics
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Zhu, Jie
University of Aarhus - School of Economics and Management
Posted:
22 Jun 08
Last Revised:
06 Aug 08
139
(122,698)
4

8.  
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
20 Jun 08
123
(135,423)
 

9.   Incl. Electronic Paper
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
31 Oct 02
Last Revised:
24 Aug 04
99
(158,680)
 

10.  
Estimation of Fractional Integration in the Presence of Data Noise | Show Abstract | Download |
University of Aarhus, Economics Working Paper No. 2003-10
Working Paper Series
Haldrup, Niels
CREATES
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
12 Aug 03
83
(178,042)
9

11.   Incl. Electronic Paper
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
29 Oct 01
Last Revised:
20 Jun 04
60
(213,739)
6

12.   Incl. Electronic Paper
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Johansen, Soren
University of Copenhagen - Department of Economics
Posted:
21 May 10
Last Revised:
02 Jun 10
53
(226,935)
3

13.  
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
15 Jan 09
52
(229,045)
2

14.  
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
30 Jun 08
39
(257,792)
1

15.  
Haldrup, Niels
CREATES
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
18 Jun 08
36
(265,557)
3

16.  
Frederiksen, Per Skaarup
BlackRock, Inc
Nielsen, Frank
University of Aarhus - Department of Economics
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
11 Jun 08
35
(268,137)
5

17.  
Jansson, Michael
University of California, Berkeley - Department of Economics
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
04 Sep 09
27
(292,541)
1

18.  
Johansen, Soren
University of Copenhagen - Department of Economics
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Sommer, Margit
School of Economics and Management
Posted:
23 Jun 08
27
(292,541)
4

19.   Incl. Electronic Paper
Frederiksen, Per Skaarup
BlackRock, Inc
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
24 Jun 08
Last Revised:
29 Jul 10
24
(303,574)
3

20.  
Jansson, Michael
University of California, Berkeley - Department of Economics
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Sommer, Margit
School of Economics and Management
Posted:
28 Nov 09
22
(311,465)
 

21.  
Jensen, Andreas
University of Copenhagen
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
07 Jun 13
19
(323,958)
 

22.  
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem | Show Abstract | Download |
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 10-29
Working Paper Series
Johansen, Soren
University of Copenhagen - Department of Economics
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
25 Oct 10
16
(336,299)
 

23.  
The Role of Initial Values in Nonstationary Fractional Time Series Models | Show Abstract | Download |
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-18
Working Paper Series
Johansen, Soren
University of Copenhagen - Department of Economics
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
15 Nov 12
15
(340,395)
 

24.  
Asset Market Perspectives on the Israeli-Palestinian Conflict | Show Abstract | Download |
Economica, Vol. 75, Issue 297, pp. 84-115, February 2008
Accepted Paper Series
Zussman, Asaf
Hebrew University of Jerusalem - Department of Economics
Zussman, Noam
affiliation not provided to SSRN
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
29 Dec 07
15
(340,395)
6

25.  
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model | Show Abstract | Download |
Tinbergen Institute Discussion Paper 12-097/III
Working Paper Series
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 (Canada) - Department of Economics
Posted:
22 Sep 12
11
(357,657)
 

26.   Incl. Electronic Paper
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
20 Aug 02
Last Revised:
07 Aug 04
11
(357,657)
4

27.   Incl. Electronic Paper
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
07 Jan 03
Last Revised:
19 Feb 05
7
(374,122)
2

28.  
Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration | Show Abstract | Download |
The Econometrics Journal, Vol. 14, Issue 1, pp. 77-120, 2011
Accepted Paper Series
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Frederiksen, Per Skaarup
BlackRock, Inc
Posted:
28 Feb 11
2
(396,843)
1

29.  
A Fast Fractional Difference Algorithm | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 35, Issue 5, pp. 428-436, 2014
Accepted Paper Series
Jensen, Andreas Noack
University of Copenhagen
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
27 Aug 14
0
(415,752)
 

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

31.  
Christensen, Bent Jesper
University of Aarhus - Department of Economics
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
28 Jan 05
 

32.  
Noncontemporaneous Cointegration and the Importance of Timing | Show Abstract |
Economics Letters, Vol. 86, pp. 113-119, 2005
Accepted Paper Series
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
28 Jan 05
 

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

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

35.  
Local Whittle Analysis of Stationary Fractional Cointegration | Show Abstract |
U of Aarhus, Economics Working Paper No. 2002-8
Working Paper Series
Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
Posted:
20 Aug 02
 


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