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Morten Nyboe Tabor

Personal Details

First Name:Morten
Middle Name:Nyboe
Last Name:Tabor
Suffix:
RePEc Short-ID:pta708
Øster Farimagsgade 5 Building 26 1353 Copenhagen K Denmark

Affiliation

Økonomisk Institut
Københavns Universitet

København, Denmark
http://www.econ.ku.dk/
RePEc:edi:okokudk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Roman Frydman & Soeren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2019. "The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes," Discussion Papers 19-02, University of Copenhagen. Department of Economics.
  2. Roman Frydman & Søren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2017. "The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment," CREATES Research Papers 2017-23, Department of Economics and Business Economics, Aarhus University.
  3. Søren Johansen & Morten Nyboe Tabor, 2017. "Cointegration between trends and their estimators in state space models and CVAR models," CREATES Research Papers 2017-11, Department of Economics and Business Economics, Aarhus University.

Articles

  1. Søren Johansen & Morten Nyboe Tabor, 2017. "Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models," Econometrics, MDPI, vol. 5(3), pages 1-15, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Roman Frydman & Soeren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2019. "The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes," Discussion Papers 19-02, University of Copenhagen. Department of Economics.

    Cited by:

    1. Magnus Henrekson & Dan Johansson & Johan Karlsson, 2024. "To Be or Not to Be: The Entrepreneur in Neo-Schumpeterian Growth Theory," Entrepreneurship Theory and Practice, , vol. 48(1), pages 104-140, January.
    2. Annalisa Cristini & Piero Ferri, 2021. "Nonlinear models of the Phillips curve," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1129-1155, September.
    3. Matthias J. Feiler & Thibaut Ajdler, 2019. "Model uncertainty in financial forecasting," Papers 1912.10813, arXiv.org.

  2. Roman Frydman & Søren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2017. "The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment," CREATES Research Papers 2017-23, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Frydman, Roman & Stillwagon, Joshua R., 2018. "Fundamental factors and extrapolation in stock-market expectations: The central role of structural change," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 189-198.

  3. Søren Johansen & Morten Nyboe Tabor, 2017. "Cointegration between trends and their estimators in state space models and CVAR models," CREATES Research Papers 2017-11, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Sergej Gričar & Štefan Bojnec, 2021. "Technical Analysis of Tourism Price Process in the Eurozone," JRFM, MDPI, vol. 14(11), pages 1-25, October.
    2. Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021. "Factor extraction using Kalman filter and smoothing: This is not just another survey," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
    3. Kevin D. Hoover, 2020. "The Discovery of Long-Run Causal Order: A Preliminary Investigation," Econometrics, MDPI, vol. 8(3), pages 1-25, August.
    4. Franchi, Massimo, 2018. "Testing for cointegration in I(1) state space systems via a finite order approximation," Economics Letters, Elsevier, vol. 165(C), pages 73-76.

Articles

  1. Søren Johansen & Morten Nyboe Tabor, 2017. "Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models," Econometrics, MDPI, vol. 5(3), pages 1-15, August.

    Cited by:

    1. Sergej Gričar & Štefan Bojnec, 2021. "Technical Analysis of Tourism Price Process in the Eurozone," JRFM, MDPI, vol. 14(11), pages 1-25, October.
    2. Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021. "Factor extraction using Kalman filter and smoothing: This is not just another survey," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
    3. Kevin D. Hoover, 2020. "The Discovery of Long-Run Causal Order: A Preliminary Investigation," Econometrics, MDPI, vol. 8(3), pages 1-25, August.
    4. Franchi, Massimo, 2018. "Testing for cointegration in I(1) state space systems via a finite order approximation," Economics Letters, Elsevier, vol. 165(C), pages 73-76.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2017-03-26. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2017-03-26. Author is listed
  3. NEP-HPE: History and Philosophy of Economics (1) 2019-03-04. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2019-03-04. Author is listed
  5. NEP-ORE: Operations Research (1) 2017-03-26. Author is listed
  6. NEP-UPT: Utility Models and Prospect Theory (1) 2019-03-04. Author is listed

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