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Frank S. Nielsen

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Frank
Middle Name: S.
Last Name: Nielsen
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RePEc Short-ID: pni154

Email: [This author has chosen not to make the email address public]

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Homepage: http://www.econ.au.dk/afn/PhD/nielsenfs.htm
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Affiliation

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Works

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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.
  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.
  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.
  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.

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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Co-authorship network on CollEc

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