Access Statistics for Frank S. Nielsen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 3 62 99 2 10 177 234
A vector autoregressive model for electricity prices subject to long memory and regime switching 11 47 47 47 34 75 75 75
Local Whittle estimation of multivariate fractionally integrated processes 3 11 11 11 4 6 6 6
Local polynomial Whittle estimation covering non-stationary fractional processes 1 2 11 22 3 6 38 51
Local polynomial Whittle estimation of perturbed fractional processes 0 6 29 42 1 12 62 90
Local polynomial Whittle estimation of perturbed fractional processes 8 9 9 9 11 13 13 13
Total Working Papers 23 78 169 230 55 122 371 469


Statistics updated 2009-11-04