Access Statistics for Morten Ørregaard 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
A Fast Fractional Difference Algorithm 0 0 0 241 1 1 11 562
A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support 1 1 1 183 1 2 25 412
A Fractionally Cointegrated Var Analysis Of Price Discovery In Commodity Futures Markets 0 0 0 92 0 0 12 273
A Fractionally Cointegrated Var Model With Deterministic Trends And Application To Commodity Futures Markets 0 0 0 190 0 0 13 427
A Matlab Program And User's Guide For The Fractionally Cointegrated Var Model 1 4 16 1,144 1 6 40 2,110
A Necessary Moment Condition For The Fractional Functional Central Limit Theorem 0 0 0 62 0 0 19 191
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem 0 0 0 25 0 0 5 149
A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic 0 0 0 79 0 1 13 287
A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic 0 0 0 59 0 0 7 162
A Powerful Tuning Parameter Free Test Of The Autoregressive Unit Root Hypothesis 0 0 0 116 0 0 7 495
A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis 0 0 0 37 0 0 14 157
A Regime Switching Long Memory Model for Electricity Prices 0 0 0 632 0 1 16 1,475
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 271 0 1 15 776
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 0 2 12 400
A fast fractional difference algorithm 0 0 1 44 0 0 17 150
A fractionally cointegrated VAR analysis of economic voting and political support 0 0 0 54 0 1 14 112
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets 0 1 1 43 0 1 9 137
A necessary moment condition for the fractional functional central limit theorem 0 0 0 15 1 2 14 80
Adaptive Inference In Heteroskedastic Fractional Time Series Models 0 0 0 188 0 2 15 350
Adaptive Inference in Heteroskedastic Fractional Time Series Models 0 0 2 11 0 1 9 48
Asset Market Perspectives on the Israeli-Palestinian Conflict 0 0 0 6 1 1 8 36
Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors 1 1 3 282 2 4 33 573
Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors 0 0 1 14 0 2 12 84
Asymptotics For The Conditional-sum-of-squares Estimator In Multivariate Fractional Time Series Models 0 0 1 212 0 1 14 427
Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models 1 1 1 24 1 1 11 66
Bias-reduced estimation of long memory stochastic volatility 1 1 1 64 1 2 16 210
Bootstrap And Asymptotic Inference With Multiway Clustering 0 0 2 240 6 7 37 510
Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets 0 0 0 178 0 0 11 414
Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets 0 0 0 45 0 1 11 100
Bootstrap inference in the presence of bias 1 1 18 114 1 4 49 265
Cluster-Robust Inference: A Guide to Empirical Practice 0 1 16 454 2 10 62 921
Cluster-Robust Inference: A Guide to Empirical Practice 0 0 0 13 1 1 20 51
Cluster-Robust Inference: A Guide to Empirical Practice 1 1 3 26 1 1 28 90
Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models 0 0 1 5 1 1 16 27
Cluster-robust jackknife and bootstrap inference for logistic regression models 0 0 13 34 0 2 51 100
Cluster–robust inference: A guide to empirical practice 0 1 1 22 1 5 58 140
Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns 0 0 0 61 1 1 7 305
Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns 0 0 0 373 1 4 23 951
Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach 0 0 0 164 0 2 23 546
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 1 1 1 134 2 2 9 372
Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model 0 0 1 230 0 0 15 569
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model 0 0 0 8 0 0 10 64
Efficient Inference in Multivariate Fractionally Integrated Time Series Models 0 0 0 188 0 1 6 548
Efficient Likelihold Inference in Nonstationary Univariate Models 0 0 0 21 0 0 12 121
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 35 0 0 14 142
Fast And Wild: Bootstrap Inference In Stata Using Boottest 2 6 56 1,105 25 75 374 3,623
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 2 2 7 142 3 7 36 292
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 0 0 0 5 0 1 13 38
Fast and Wild: Bootstrap Inference in Stata Using boottest 0 0 4 49 1 7 46 254
Fcvarmodel.m: A Matlab Software Package For Estimation And Testing In The Fractionally Cointegrated Var Model 0 0 0 791 1 1 15 1,724
Finite Sample Accuracy Of Integrated Volatility Estimators 0 0 0 23 0 1 10 143
Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration 0 0 0 73 0 0 12 316
Forecasting Exchange Rate Volatility In The Presence Of Jumps 0 0 0 144 0 1 8 579
Forecasting daily political opinion polls using the fractionally cointegrated VAR model 0 0 0 36 0 0 13 94
Forecasting daily political opinion polls using the fractionally cointegrated VAR model 0 0 0 196 0 1 12 488
Fractional integration and cointegration 0 0 4 22 0 2 102 141
Fractional integration and cointegration 0 0 1 137 0 2 21 122
Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration 0 0 0 12 0 1 7 59
Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration 0 0 0 105 0 1 16 368
Fully Modified Narrow-band Least Squares Estimation Of Weak Fractional Cointegration 0 0 0 50 0 0 5 162
Improved Inference for CSDID Using the Cluster Jackknife 0 7 20 20 3 23 63 63
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 0 1 10 190
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 49 0 0 13 145
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model 0 0 0 16 0 0 8 91
Improved inference for nonparametric regression and regression-discontinuity designs 3 9 35 35 5 17 81 81
Inference on common trends in functional time series 0 2 12 39 2 9 37 88
Inference on the dimension of the nonstationary subspace in functional time series 0 0 0 11 0 2 6 31
Inference on the dimension of the nonstationary subspace in functional time series 0 0 0 267 0 0 9 592
Jackknife Inference with Two-Way Clustering 0 0 1 8 0 3 15 38
Jackknife inference with two-way clustering 0 1 14 43 0 3 31 92
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 1 1 1 21 1 1 11 58
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 0 0 0 74 0 2 15 159
Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model 0 0 0 326 0 1 42 603
Likelihood Inference For A Nonstationary Fractional Autoregressive Model 0 0 0 223 0 2 9 565
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model 0 0 0 47 0 1 21 200
Likelihood Inference for a Nonstationary Fractional Autoregressive Model 0 0 0 110 0 0 12 272
Likelihood inference for a fractionally cointegrated vector autoregressive model 1 1 1 124 2 3 14 216
Likelihood inference for a nonstationary fractional autoregressive model 0 0 0 29 0 0 6 105
Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence 0 0 0 105 0 0 4 335
Local Polynomial Whittle Estimation Of Perturbed Fractional Processes 0 0 0 79 1 1 12 238
Local Whittle Analysis of Stationary Fractional Cointegration 0 0 0 110 0 0 6 400
Local polynomial Whittle estimation of perturbed fractional processes 0 0 0 54 0 1 10 174
Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model 0 0 0 197 0 0 8 519
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model 0 0 0 141 1 1 11 331
Multivariate Lagrange Multiplier Tests for Fractional Integration 0 0 1 171 0 2 10 885
Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots 0 0 0 37 0 0 13 172
Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis 0 0 0 184 0 0 10 424
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 17 0 0 12 85
Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order 0 0 2 96 0 2 10 145
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 34 0 0 9 128
Nonparametric Cointegration Analysis Of Fractional Systems With Unknown Integration Orders 0 0 0 146 0 2 13 399
Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders 0 0 0 68 0 1 11 181
Nonstationary Cointegration In The Fractionally Cointegrated Var Model 0 0 0 134 0 2 8 232
Nonstationary cointegration in the fractionally cointegrated VAR model 0 0 2 14 0 0 13 58
Nonstationary cointegration in the fractionally cointegrated VAR model 0 0 0 35 1 3 16 71
Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests 1 1 1 502 2 5 17 968
Numerical distribution functions of fractional unit root and cointegration tests 0 0 0 58 0 1 7 141
Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics 0 0 0 176 0 3 13 538
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 26 1 1 12 63
Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form 0 0 0 224 0 4 25 468
Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data 0 0 0 300 1 1 6 1,187
Semiparametric Estimation in Time Series Regression with Long Range Dependence 0 0 0 115 0 1 11 440
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 1 3 0 0 9 21
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 0 60 0 0 11 129
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 1 9 1 2 17 51
Spectral Analysis of Fractionally Cointegrated Systems 0 0 0 110 0 0 8 273
Testing The Cvar In The Fractional Cvar Model 0 0 1 75 0 1 10 108
Testing for the appropriate level of clustering in linear regression models 1 1 2 387 2 5 26 852
Testing for the appropriate level of clustering in linear regression models 0 0 0 19 0 1 16 52
Testing the CVAR in the fractional CVAR model 0 0 0 19 0 2 14 60
Testing the CVAR in the fractional CVAR model 0 0 0 6 0 2 15 58
The Cointegrated Vector Autoregressive Model With General Deterministic Terms 0 0 1 84 1 6 17 166
The Effect of Long Memory in Volatility on Stock Market Fluctuations 0 0 0 82 0 1 9 258
The Global Carbon Budget as a cointegrated system 0 1 14 54 1 5 40 94
The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect 0 0 0 115 0 2 15 435
The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices 0 0 0 195 0 0 13 760
The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps 0 0 1 212 0 4 27 1,154
The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets 0 0 3 387 1 2 22 1,206
The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models 0 0 0 217 0 0 20 448
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets 0 0 1 215 0 2 15 624
The cointegrated vector autoregressive model with general deterministic terms 0 0 0 11 0 1 11 65
The cointegrated vector autoregressive model with general deterministic terms 0 0 0 63 0 2 9 70
The impact of financial crises on the risk-return tradeoff and the leverage effect 0 0 0 89 0 1 11 342
The role of initial values in nonstationary fractional time series models 0 0 0 17 1 1 8 78
The role of initial values in nonstationary fractional time series models 0 0 0 32 0 0 6 77
To infinity and beyond: Efficient computation of ARCH(1) models 0 0 1 180 0 0 10 39
To infinity and beyond: Efficient computation of ARCH(\infty) models 0 0 0 102 0 2 18 150
Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends 0 0 0 112 0 0 12 191
Truncated sum of squares estimation of fractional time series models with deterministic trends 0 0 1 10 0 0 6 38
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend 0 0 1 8 0 1 10 34
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend 0 0 0 41 0 1 11 79
Validity Of Wild Bootstrap Inference With Clustered Errors 0 0 0 115 0 1 15 210
Weak convergence to derivatives of fractional Brownian motion 0 0 3 16 0 0 16 56
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 0 0 1 22 1 8 21 77
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 0 0 2 167 1 4 25 378
Total Working Papers 19 46 280 17,202 85 330 2,696 45,592

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A FAST FRACTIONAL DIFFERENCE ALGORITHM 0 0 3 134 1 1 29 345
A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets 1 1 1 89 1 3 19 254
A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM 0 0 0 48 0 3 21 241
A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC 0 0 0 63 0 2 14 200
A fractionally cointegrated VAR analysis of economic voting and political support 0 0 0 108 0 2 13 266
A fractionally cointegrated VAR analysis of economic voting and political support 0 0 0 4 1 1 12 37
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets 0 0 1 62 0 0 13 242
A regime switching long memory model for electricity prices 0 0 0 346 1 2 80 1,001
A vector autoregressive model for electricity prices subject to long memory and regime switching 1 1 2 98 1 4 17 336
Adaptive Inference in Heteroscedastic Fractional Time Series Models 0 0 1 21 2 2 9 55
Asset Market Perspectives on the Israeli–Palestinian Conflict 0 0 1 92 0 0 16 388
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting 0 0 0 179 0 2 13 437
Asymptotic theory and wild bootstrap inference with clustered errors 1 2 9 57 2 6 32 180
Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models 0 0 0 41 0 1 14 129
Bias-Reduced Estimation of Long-Memory Stochastic Volatility 0 0 0 52 2 3 14 193
Bootstrap Inference in the Presence of Bias 0 0 9 17 13 17 55 78
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets 0 0 0 65 0 0 13 214
Cluster-robust inference: A guide to empirical practice 6 12 17 60 24 46 92 229
Comment 0 0 0 29 1 1 5 151
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns 0 0 0 170 0 2 41 619
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach 0 0 0 249 0 3 16 710
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 96 0 1 18 292
EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS 0 0 1 56 1 2 12 171
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model 0 1 2 44 1 4 17 158
Efficient inference in multivariate fractionally integrated time series models 0 0 0 83 0 0 8 337
Estimation of fractional integration in the presence of data noise 0 0 0 104 0 0 13 271
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference 0 2 6 16 1 7 34 73
Fast and wild: Bootstrap inference in Stata using boottest 4 6 29 183 22 56 200 764
Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration 0 0 1 62 1 2 22 266
Finite sample accuracy and choice of sampling frequency in integrated volatility estimation 0 0 0 117 1 2 16 498
Forecasting daily political opinion polls using the fractionally cointegrated vector auto‐regressive model 0 0 1 81 1 2 13 235
Fully modified narrow‐band least squares estimation of weak fractional cointegration 0 0 0 100 1 1 6 332
Fully modified narrow‐band least squares estimation of weak fractional cointegration 0 0 0 8 0 1 8 40
INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES 0 1 1 12 1 2 12 41
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 0 1 12 139
Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust 0 0 1 13 1 1 41 78
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model 0 2 9 645 1 4 39 1,580
Likelihood inference for a nonstationary fractional autoregressive model 0 1 1 82 1 3 28 247
Local Whittle Analysis of Stationary Fractional Cointegration and the ImpliedRealized Volatility Relation 0 0 0 66 0 1 8 188
Local empirical spectral measure of multivariate processes with long range dependence 0 0 0 17 1 1 10 79
Local polynomial Whittle estimation of perturbed fractional processes 0 0 0 44 1 3 11 253
Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model 0 0 1 124 0 1 19 435
Multivariate Lagrange Multiplier Tests for Fractional Integration 0 0 0 136 0 2 12 788
NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER 0 0 0 0 0 0 0 0
NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS 1 2 2 101 2 5 19 246
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 29 0 0 13 143
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 1 151 0 0 16 528
Noncontemporaneous cointegration and the importance of timing 0 0 0 49 0 1 6 168
Nonparametric cointegration analysis of fractional systems with unknown integration orders 0 0 1 245 0 1 11 616
Nonstationary Cointegration in the Fractionally Cointegrated VAR Model 1 1 2 26 1 2 9 91
Optimal Residual-Based Tests for Fractional Cointegration and Exchange Rate Dynamics 0 0 1 86 0 0 12 220
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 0 0 0 49 1 3 23 201
Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence 0 0 0 93 0 0 11 369
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 1 3 20 0 3 19 73
Special Issue of the Journal of Time Series Analysis in Honour of the 35th Anniversary of the Publication of Geweke and Porter‐Hudak (1983): Guest Editors' Introduction 0 0 0 7 1 1 5 35
Spectral analysis of fractionally cointegrated systems 0 0 2 104 0 2 12 303
THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS 0 0 1 35 1 2 24 128
TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS 0 0 1 29 0 0 20 76
Testing for the appropriate level of clustering in linear regression models 0 1 3 16 0 2 22 64
Testing the CVAR in the Fractional CVAR Model 0 0 0 29 0 1 14 132
The Effect of Long Memory in Volatility on Stock Market Fluctuations 0 0 0 202 2 3 16 632
The cointegrated vector autoregressive model with general deterministic terms 0 0 2 50 0 1 16 203
The impact of financial crises on the risk–return tradeoff and the leverage effect 0 0 0 31 1 1 5 135
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets 0 2 5 405 1 10 38 1,456
To infinity and beyond: Efficient computation of ARCH(∞) models 0 0 1 26 0 0 11 172
WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION 1 1 1 1 1 2 2 2
Wild Bootstrap and Asymptotic Inference With Multiway Clustering 0 1 6 25 4 5 44 116
Total Journal Articles 16 38 129 5,911 99 243 1,465 19,679

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
LOGITJACK: Stata module to provide cluster robust inference for logit models 1 2 6 16 1 5 39 102
SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator 0 0 2 46 2 10 43 239
Total Software Items 1 2 8 62 3 15 82 341

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Statistics updated 2026-08-07