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Econometric Theory 24, 651-676. |
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"Reduced Rank Regression" .
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". Computional Statistics 23, 317-335 and Erratum 337-339 (with D. F. Hendry and C. Santos) |
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". Journal of Statistical Planning and Inference 138, 2738--2748. (With A. R. Swensen) |
| 2009 |
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| 2010 |
"
Discussion of "The Forward Search: Theory and Data Analysis",
by Atkinson, A.C., Riani, M., and Ceroli, A. "
Journal of the Korean Statistical Society 39, 137-145. (With B. Nielsen) |
| ...... |
"
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) |
| ...... |
"
Testing hypotheses in an I(2) model with applications to the persistent long swings
in the Dmk/$ rate".
Journal of Econometrics 158, 117-129 (With K. Juselius, R. Frydman, M. Goldberg.) |
| ...... |
"
Likelihood inference for a nonstationary fractional autoregressive model".
Journal of Econometrics 158, 51-66. (With M. Ø. Nielsen) |
| ...... |
"
On a numerical and graphical technique
for evaluating some models involving rational expectations ".
Journal of Time Series Econometrics, Vol. 3, Iss. 1, Article 9. (With A.R. Swensen) |
| ...... |
"
Some identification problems in the cointegrated vector autoregressive model
" Journal of Econometrics 158, 262-273. |
| ...... |
"
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which allows for fractional and cofractional processes. " (Discussion papers 10-15, Department of Economics,
University of Copenhagen, 41 s.) Submitted (With M. Ø. Nielsen)
|
| ...... |
"
The analysis of nonstationary time series using regression, correlation and cointegration
-- with an application to annual mean temperature and sea level."
(Discussion papers 10-27, Department of Economics, University of Copenhagen, 26 s.) Submitted.
|
| ...... |
"
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The yearbook of the Finnish Statistical Society 2010, 20-34)
|
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"
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem. "
(Discussion papers 10-29, Department of Economics, University of Copenhagen, 8 s.) (With M. Ø. Nielsen) Submitted.
|
| ...... |
"
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings".
(With Frydman, R. Goldberg. M. and Juselius, K.) Discussion paper 08-31, Department of Economics, University of Copenhagen
Submitted. |
| ...... |
"
An invariance property of the common trends under linear transformations of the data
".
(With K. Juselius) Discussion paper 10-30, Department of Economics, University of Copenhagen, 8 pp |
| 2011 |
"
Some Econometric Results for the Blanchard-Watson Bubble Model.
".
(With T. Lange) Discussion paper 11-15, Department of Economics, University of Copenhagen, 9 pp. |