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Information about:
Frank S. Nielsen

Personal Details | Affiliation | Works
This is information that was supplied by Frank Nielsen in registering through RePEc. If you are Frank S. Nielsen , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Frank
Middle Name: S.
Last Name: Nielsen
Suffix:

RePEc Short-ID: pni154

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.au.dk/afn/PhD/nielsenfs.htm
Postal Address:
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Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Frank S. Nielsen, 2009. "Local Whittle estimation of multivariate fractionally integrated processes," CREATES Research Papers 2009-38, School of Economics and Management, University of Aarhus. [Downloadable!]

  2. Per Frederiksen & Frank S. Nielsen & Morten Ørregaard Nielsen, 2008. "Local polynomial Whittle estimation of perturbed fractional processes," CREATES Research Papers 2008-29, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:

  3. Frank S. Nielsen, 2008. "Local polynomial Whittle estimation covering non-stationary fractional processes," CREATES Research Papers 2008-28, School of Economics and Management, University of Aarhus. [Downloadable!]

  4. Niels Haldrup & Frank S. Nielsen & Morten Ørregaard Nielsen, 2007. "A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching," CREATES Research Papers 2007-29, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (5) 2008-06-27 2008-06-27 2009-08-22 2009-09-19 2009-10-10 Author is listed
  2. NEP-ENE: Energy Economics (2) 2008-06-27 2009-08-22 Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2008-06-27 2008-06-27 2009-09-19 2009-10-10 Author is listed
  4. NEP-ORE: Operations Research (2) 2008-06-27 2009-10-10 Author is listed
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This page was last updated on 2009-11-1.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.