About Aarhus University
Morten Ørregaard Nielsen
International Fellow, Professor
Department of Economics and Business Economics - CREATES
Fuglesangs Allé 4
building 2621, 14
8210 Aarhus V
Denmark
Department of Economics and Business Economics
Fuglesangs Allé 4
building 2621, 14
8210 Aarhus V
Denmark
- Published
To infinity and beyond: Efficient computation of ARCH(infinity) models
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks
Research output: Working paper › Research
- Accepted/In press
Semiparametric tests for the order of integration in the possible presence of level breaks
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
ID: 10566996