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 0 1 10 562
A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support 0 1 1 183 0 3 24 414
A Fractionally Cointegrated Var Analysis Of Price Discovery In Commodity Futures Markets 0 0 0 92 0 1 12 274
A Fractionally Cointegrated Var Model With Deterministic Trends And Application To Commodity Futures Markets 0 0 0 190 0 1 13 428
A Matlab Program And User's Guide For The Fractionally Cointegrated Var Model 0 1 12 1,144 0 2 34 2,111
A Necessary Moment Condition For The Fractional Functional Central Limit Theorem 0 0 0 62 1 1 20 192
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 14 288
A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic 0 1 1 60 0 1 8 163
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 1 3 18 1,478
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 271 0 1 16 777
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 0 1 13 401
A fast fractional difference algorithm 0 0 1 44 0 1 18 151
A fractionally cointegrated VAR analysis of economic voting and political support 0 0 0 54 0 0 13 112
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets 0 0 1 43 0 1 10 138
A necessary moment condition for the fractional functional central limit theorem 0 0 0 15 0 2 15 81
Adaptive Inference In Heteroskedastic Fractional Time Series Models 0 0 0 188 0 0 14 350
Adaptive Inference in Heteroskedastic Fractional Time Series Models 1 1 2 12 1 2 9 50
Asset Market Perspectives on the Israeli-Palestinian Conflict 1 1 1 7 1 26 32 61
Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors 0 1 3 282 2 6 35 577
Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors 0 0 1 14 1 2 14 86
Asymptotics For The Conditional-sum-of-squares Estimator In Multivariate Fractional Time Series Models 0 0 1 212 1 1 11 428
Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models 0 1 1 24 0 3 13 68
Bias-reduced estimation of long memory stochastic volatility 0 1 1 64 0 2 16 211
Bootstrap And Asymptotic Inference With Multiway Clustering 0 3 4 243 0 10 39 514
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 12 101
Bootstrap inference in the presence of bias 0 1 17 114 0 3 48 267
Cluster-Robust Inference: A Guide to Empirical Practice 3 4 6 29 6 9 34 98
Cluster-Robust Inference: A Guide to Empirical Practice 1 3 17 457 5 15 71 934
Cluster-Robust Inference: A Guide to Empirical Practice 0 0 0 13 1 2 19 52
Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models 0 0 1 5 0 1 14 27
Cluster-robust jackknife and bootstrap inference for logistic regression models 1 2 14 36 2 5 53 105
Cluster–robust inference: A guide to empirical practice 0 0 1 22 6 10 66 149
Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns 0 0 0 61 1 3 7 307
Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns 0 0 0 373 0 1 22 951
Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach 0 0 0 164 1 1 24 547
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 1 1 134 0 3 10 373
Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model 0 0 1 230 1 4 19 573
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 0 6 548
Efficient Likelihold Inference in Nonstationary Univariate Models 0 0 0 21 0 1 13 122
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 35 0 0 13 142
Fast And Wild: Bootstrap Inference In Stata Using Boottest 5 12 54 1,115 32 89 387 3,687
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 0 0 0 5 1 3 14 41
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 0 2 7 142 5 8 40 297
Fast and Wild: Bootstrap Inference in Stata Using boottest 1 2 5 51 2 7 49 260
Fcvarmodel.m: A Matlab Software Package For Estimation And Testing In The Fractionally Cointegrated Var Model 0 0 0 791 0 3 15 1,726
Finite Sample Accuracy Of Integrated Volatility Estimators 0 0 0 23 0 1 9 144
Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration 0 0 0 73 1 2 14 318
Forecasting Exchange Rate Volatility In The Presence Of Jumps 0 0 0 144 0 2 10 581
Forecasting daily political opinion polls using the fractionally cointegrated VAR model 0 0 0 196 0 1 13 489
Forecasting daily political opinion polls using the fractionally cointegrated VAR model 0 0 0 36 0 2 15 96
Fractional integration and cointegration 0 0 1 137 1 2 22 124
Fractional integration and cointegration 0 1 5 23 1 4 105 145
Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration 0 0 0 12 0 1 7 60
Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration 0 0 0 105 1 1 17 369
Fully Modified Narrow-band Least Squares Estimation Of Weak Fractional Cointegration 0 0 0 50 0 2 7 164
Improved Inference for CSDID Using the Cluster Jackknife 1 3 23 23 12 20 80 80
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model 0 0 0 48 0 0 9 190
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 7 91
Improved inference for nonparametric regression and regression-discontinuity designs 1 7 39 39 8 21 97 97
Inference on common trends in functional time series 0 0 9 39 1 5 36 91
Inference on the dimension of the nonstationary subspace in functional time series 0 0 0 267 0 0 8 592
Inference on the dimension of the nonstationary subspace in functional time series 0 0 0 11 1 4 10 35
Jackknife Inference with Two-Way Clustering 0 0 0 8 2 2 16 40
Jackknife inference with two-way clustering 0 0 10 43 1 2 26 94
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 0 1 1 21 0 3 13 60
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 0 0 0 74 0 0 15 159
Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model 0 0 0 326 0 0 42 603
Likelihood Inference For A Nonstationary Fractional Autoregressive Model 0 0 0 223 0 0 9 565
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model 0 0 0 47 1 2 23 202
Likelihood Inference for a Nonstationary Fractional Autoregressive Model 0 0 0 110 0 2 14 274
Likelihood inference for a fractionally cointegrated vector autoregressive model 0 1 1 124 0 3 15 217
Likelihood inference for a nonstationary fractional autoregressive model 0 0 0 29 0 2 8 107
Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence 0 0 0 105 0 1 5 336
Local Polynomial Whittle Estimation Of Perturbed Fractional Processes 0 0 0 79 0 1 12 238
Local Whittle Analysis of Stationary Fractional Cointegration 0 0 0 110 0 1 7 401
Local polynomial Whittle estimation of perturbed fractional processes 0 0 0 54 0 0 9 174
Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model 0 0 0 197 1 4 10 523
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model 0 0 0 141 0 1 10 331
Multivariate Lagrange Multiplier Tests for Fractional Integration 0 0 0 171 0 0 9 885
Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots 0 0 0 37 0 1 13 173
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 3 15 88
Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order 1 1 2 97 1 2 10 147
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 0 34 0 1 10 129
Nonparametric Cointegration Analysis Of Fractional Systems With Unknown Integration Orders 0 0 0 146 0 2 14 401
Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders 0 0 0 68 0 1 11 182
Nonstationary Cointegration In The Fractionally Cointegrated Var Model 0 0 0 134 1 2 10 234
Nonstationary cointegration in the fractionally cointegrated VAR model 0 0 2 14 0 1 14 59
Nonstationary cointegration in the fractionally cointegrated VAR model 0 1 1 36 0 4 18 74
Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests 0 1 1 502 0 2 16 968
Numerical distribution functions of fractional unit root and cointegration tests 0 0 0 58 0 2 9 143
Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics 0 0 0 176 0 1 13 539
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 26 0 2 13 64
Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form 0 0 0 224 0 1 26 469
Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data 0 1 1 301 0 2 7 1,188
Semiparametric Estimation in Time Series Regression with Long Range Dependence 0 0 0 115 0 0 11 440
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 0 60 0 0 10 129
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 0 3 0 0 8 21
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 1 1 2 10 3 5 21 55
Spectral Analysis of Fractionally Cointegrated Systems 0 0 0 110 0 1 9 274
Testing The Cvar In The Fractional Cvar Model 0 0 1 75 2 2 12 110
Testing for the appropriate level of clustering in linear regression models 1 2 3 388 3 7 27 857
Testing for the appropriate level of clustering in linear regression models 0 0 0 19 2 3 17 55
Testing the CVAR in the fractional CVAR model 0 0 0 6 1 2 16 60
Testing the CVAR in the fractional CVAR model 0 0 0 19 0 0 13 60
The Cointegrated Vector Autoregressive Model With General Deterministic Terms 0 0 1 84 0 1 17 166
The Effect of Long Memory in Volatility on Stock Market Fluctuations 0 0 0 82 0 0 8 258
The Global Carbon Budget as a cointegrated system 3 4 10 58 5 9 38 102
The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect 0 0 0 115 0 0 14 435
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 2 29 1,156
The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets 0 0 2 387 1 5 23 1,210
The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models 0 0 0 217 2 2 17 450
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets 0 0 1 215 2 4 18 628
The cointegrated vector autoregressive model with general deterministic terms 0 0 0 63 0 1 10 71
The cointegrated vector autoregressive model with general deterministic terms 0 0 0 11 0 1 12 66
The impact of financial crises on the risk-return tradeoff and the leverage effect 0 0 0 89 0 2 10 344
The role of initial values in nonstationary fractional time series models 0 0 0 32 0 1 7 78
The role of initial values in nonstationary fractional time series models 0 0 0 17 1 2 8 79
To infinity and beyond: Efficient computation of ARCH(1) models 1 1 2 181 2 3 13 42
To infinity and beyond: Efficient computation of ARCH(\infty) models 0 1 1 103 1 3 21 153
Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends 1 1 1 113 2 2 14 193
Truncated sum of squares estimation of fractional time series models with deterministic trends 0 0 1 10 1 4 10 42
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend 0 0 0 41 0 0 10 79
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend 0 0 1 8 1 3 13 37
Validity Of Wild Bootstrap Inference With Clustered Errors 0 0 0 115 0 0 14 210
Weak convergence to derivatives of fractional Brownian motion 0 0 2 16 1 1 15 57
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 0 0 2 167 3 5 29 382
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 1 1 2 23 2 4 23 80
Total Working Papers 24 66 283 17,249 139 435 2,865 45,942

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 3 30 347
A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets 0 1 1 89 0 2 20 255
A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM 0 0 0 48 0 0 19 241
A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC 0 0 0 63 0 0 13 200
A fractionally cointegrated VAR analysis of economic voting and political support 0 0 0 4 0 1 11 37
A fractionally cointegrated VAR analysis of economic voting and political support 0 0 0 108 0 0 13 266
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets 0 0 1 62 0 0 12 242
A regime switching long memory model for electricity prices 0 0 0 346 2 3 80 1,003
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 1 2 98 2 4 18 339
Adaptive Inference in Heteroscedastic Fractional Time Series Models 0 0 0 21 1 5 11 58
Asset Market Perspectives on the Israeli–Palestinian Conflict 0 0 1 92 0 1 13 389
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting 0 0 0 179 0 1 11 438
Asymptotic theory and wild bootstrap inference with clustered errors 1 3 10 59 1 7 34 185
Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models 0 0 0 41 0 1 10 130
Bias-Reduced Estimation of Long-Memory Stochastic Volatility 0 0 0 52 0 3 14 194
Bootstrap Inference in the Presence of Bias 0 0 8 17 2 15 52 80
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 13 24 34 78 48 97 160 302
Comment 0 0 0 29 1 2 6 152
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns 0 0 0 170 0 2 42 621
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach 1 1 1 250 2 2 17 712
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 96 0 0 17 292
EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS 1 1 1 57 1 3 12 173
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model 0 0 2 44 1 2 18 159
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 1 13 272
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference 0 2 8 18 2 8 40 80
Fast and wild: Bootstrap inference in Stata using boottest 7 17 36 196 42 101 257 843
Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration 0 0 1 62 0 1 22 266
Finite sample accuracy and choice of sampling frequency in integrated volatility estimation 0 0 0 117 1 3 16 500
Forecasting daily political opinion polls using the fractionally cointegrated vector auto‐regressive model 0 0 0 81 0 2 13 236
Fully modified narrow‐band least squares estimation of weak fractional cointegration 0 0 0 100 0 1 6 332
Fully modified narrow‐band least squares estimation of weak fractional cointegration 0 0 0 8 0 0 8 40
INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES 0 2 3 14 1 4 14 44
Improved likelihood ratio tests for cointegration rank in the VAR model 0 0 0 29 1 1 12 140
Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust 0 0 1 13 3 4 44 81
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model 0 1 9 646 1 5 40 1,584
Likelihood inference for a nonstationary fractional autoregressive model 0 0 1 82 0 1 25 247
Local Whittle Analysis of Stationary Fractional Cointegration and the ImpliedRealized Volatility Relation 0 1 1 67 0 1 9 189
Local empirical spectral measure of multivariate processes with long range dependence 0 0 0 17 1 2 11 80
Local polynomial Whittle estimation of perturbed fractional processes 0 0 0 44 1 2 11 254
Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model 0 0 0 124 0 2 17 437
Multivariate Lagrange Multiplier Tests for Fractional Integration 0 0 0 136 1 1 13 789
NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER 0 0 0 0 2 3 3 3
NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS 1 2 3 102 1 4 21 248
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 29 0 1 14 144
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis 0 0 1 151 0 0 15 528
Noncontemporaneous cointegration and the importance of timing 0 0 0 49 0 0 5 168
Nonparametric cointegration analysis of fractional systems with unknown integration orders 0 0 1 245 0 0 11 616
Nonstationary Cointegration in the Fractionally Cointegrated VAR Model 0 1 1 26 0 2 9 92
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 0 2 24 202
Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence 0 0 0 93 0 0 9 369
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 3 20 0 0 17 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 0 1 5 35
Spectral analysis of fractionally cointegrated systems 0 0 2 104 0 0 11 303
THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS 0 0 0 35 0 7 24 134
TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS 0 0 1 29 0 0 19 76
Testing for the appropriate level of clustering in linear regression models 0 1 4 17 1 3 17 67
Testing the CVAR in the Fractional CVAR Model 0 0 0 29 1 1 14 133
The Effect of Long Memory in Volatility on Stock Market Fluctuations 0 0 0 202 0 3 16 633
The cointegrated vector autoregressive model with general deterministic terms 0 0 2 50 1 2 18 205
The impact of financial crises on the risk–return tradeoff and the leverage effect 0 0 0 31 1 2 6 136
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets 0 0 4 405 9 15 48 1,470
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 0 1 1 1 0 3 4 4
Wild Bootstrap and Asymptotic Inference With Multiway Clustering 3 3 8 28 6 15 49 127
Total Journal Articles 27 62 157 5,957 138 358 1,607 19,938

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 0 1 6 16 2 6 37 107
SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator 1 1 3 47 1 5 43 242
Total Software Items 1 2 9 63 3 11 80 349

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