Access Statistics for Bent Nielsen

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An analysis of the indicator saturation estimator as a robust regression 1 7 16 32 2 13 40 68
An analysis of the indicator saturation estimator as a robust regression estimator 2 3 10 14 4 7 30 52
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 3 6 1 5 21 31
Analysis of co-explosive processes 3 7 22 55 5 17 65 187
Asymptotic Results for Cointegration Tests in Non-Stable Cases 0 0 0 0 0 1 5 271
Asymptotic properties of least squares statistics in general vector autoregressive models 0 1 10 108 8 15 63 468
Asymptotic results for cointegration tests in non-stable case 0 0 2 32 0 2 4 166
Bartlett Correction of the Unit Root test in Autoregressive Models 0 0 0 0 0 3 9 344
Bartlett correction of the unit root test in autoregressive models 0 2 3 87 1 4 13 349
Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend 11 21 87 614 15 31 128 864
Convergence to Stochastic Integrals with Non-linear integrands 0 2 15 58 3 7 34 116
Correlograms for non-stationary autoregressions 2 7 42 247 19 46 231 894
Forecasting with the age-period-cohort model and the extended chain-ladder model 3 7 32 65 8 26 85 159
Identification of the age-period-cohort model and the extended chain ladder model 3 6 17 43 9 22 64 137
Measuring and forecasting financial variability using realised variance with and without a model 0 3 21 139 8 23 119 604
On the Explosive Nature of Hyper-Inflation Data 1 1 20 35 3 6 61 103
On the distribution of tests of cointegration rank 1 1 9 52 2 2 14 184
Order determination in general vector autoregressions 1 2 16 82 1 5 28 200
Power of tests for unit roots in the presence of a linear trend 0 0 4 46 1 1 6 99
Properties of Estimated Characteristic Roots 3 4 12 26 15 23 81 113
Properties of etimated characteristic roots 0 2 7 20 3 18 44 58
Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model 3 4 8 76 5 8 36 163
Significance test in bivariate canonical correlation analysis 0 2 8 274 4 17 82 1,380
Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression 1 2 15 73 3 6 47 271
Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms 1 1 9 43 3 4 38 166
The empirical process of autoregressive residuals 3 5 19 60 7 20 75 184
Two sided analysis of variance with a latent time series 0 0 4 14 11 19 62 121
Total Working Papers 39 90 411 2,301 141 351 1,485 7,752

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Inference on Cointegrating Rank in Partial Systems 0 0 0 0 4 6 41 271
Cointegration analysis in the presence of structural breaks in the deterministic trend 8 29 137 1,231 15 49 251 2,596
Correlograms for non-stationary autoregressions 0 1 10 22 2 6 48 90
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 9 9 3 5 25 25
Identification of the age-period-cohort model and the extended chain-ladder model 0 2 6 6 1 4 22 22
Inference in Cointegrating Models: UK M1 Revisited 1 4 22 147 2 6 42 372
Likelihood analysis of a first-order autoregressive model with exponential innovations 2 2 6 96 4 6 27 420
On convergence of multivariate Laplace transforms 0 0 0 0 0 0 7 7
On the Explosive Nature of Hyper-Inflation Data 1 4 28 31 6 18 94 106
Power of Tests for Unit Roots in the Presence of a Linear Trend 1 1 5 6 1 1 18 20
STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS 0 0 2 3 0 1 7 17
Similarity Issues in Cointegration Analysis 2 4 14 74 3 5 40 187
Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression 1 2 9 21 2 5 20 65
The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes 0 0 0 1 2 3 18 140
The Influence of Var Dimensions on Estimator Biases: Comment 0 2 3 30 0 3 8 176
Total Journal Articles 16 51 251 1,677 45 118 668 4,514

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Preface to Econometric Modeling: A Likelihood Approach 1 6 33 45 1 8 50 85
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 7 12 56 94 15 38 164 258
Total Chapters 8 18 89 139 16 46 214 343

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Statistics updated 2009-11-04