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Publications

by alumni of

School of Economics and Management
Institut for Økonomi
Aarhus Universitet
Aarhus, Denmark

(Department of Economics and Business, University of Aarhus))

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.


| Working papers | Journal articles | Books | Chapters |

Working papers

2017

  1. Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2017. "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Working Papers 1337, Queen's University, Department of Economics.
  2. Javier Hualde & Morten Ørregaard Nielsen, 2017. "Truncated sum of squares estimation of fractional time series models with deterministic trends," Working Papers 1376, Queen's University, Department of Economics.

2016

  1. Giuseppe Cavaliere & Morten Ørregaard Nielsen & A. M. Robert Taylor, 2016. "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," Working Papers 1324, Queen's University, Department of Economics.
  2. Morten Ørregaard Nielsen & Michał Ksawery Popiel, 2016. "A Matlab program and user's guide for the fractionally cointegrated VAR model," Working Papers 1330, Queen's University, Department of Economics.
  3. Søren Johansen & Morten Ørregaard Nielsen, 2016. "The cointegrated vector autoregressive model with general deterministic terms," Working Papers 1363, Queen's University, Department of Economics.
  4. Andersen, Lykke E. & Breisinger, Clemens & Jemio, Luis Carlos & Mason-D’Croz, Daniel & Ringler, Claudia & Robertson, Richard D. & Verner, Dorte & Wiebelt, Manfred, 2016. "Climate change impacts and household resilience: Prospects for 2050 in Brazil, Mexico, and Peru," Food policy reports 978-0-89629-581-0, International Food Policy Research Institute (IFPRI).
  5. Andersen, Lykke E., 2016. "Migration, poverty and equality," PEGNet Policy Briefs 4/2016, PEGNet - Poverty Reduction, Equity and Growth Network, Kiel Institute for the World Economy (IfW).

2015

  1. Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu, 2015. "A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets," Working Papers 1327, Queen's University, Department of Economics.
  2. Morten Ørregaard Nielsen & Sergei S. Shibaev, 2015. "Forecasting daily political opinion polls using the fractionally cointegrated VAR model," Working Papers 1340, Queen's University, Department of Economics.
  3. Lykke E. Andersen & Eustáquio J. Reis, 2015. "Deforestation, Development, and Government Policy in the Brazilian Amazon: an Econometric Analysis," Discussion Papers 0069, Instituto de Pesquisa Econômica Aplicada - IPEA.
  4. Lykke E. Andersen, 2015. "A Cost-benefit Analysis of Deforestation in the Brazilian Amazon," Discussion Papers 0065, Instituto de Pesquisa Econômica Aplicada - IPEA.
  5. Andersen, Lykke E., 2015. "Changing priorities in climate change research and adaptation policy," PEGNet Policy Briefs 3/2015, PEGNet - Poverty Reduction, Equity and Growth Network, Kiel Institute for the World Economy (IfW).

2014

  1. Morten Ørregaard Nielsen & Lealand Morin, 2014. "FCVARmodel.m: A Matlab software package for estimation and testing in the fractionally cointegrated VAR model," Working Papers 1273, Queen's University, Department of Economics.
  2. Maggie E.C. Jones & Morten Ørregaard Nielsen & Michal Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," Working Papers 1326, Queen's University, Department of Economics.
  3. Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu, 2014. "A fractionally cointegrated VAR analysis of price discovery in commodity futures markets," Working Papers 1328, Queen's University, Department of Economics.
  4. Lykke Andersen & Ugur Bilge & Ben Groom & David Gutierrez & Evan Killick & Juan Carlos Ledezma & Charles Palmer & Diana Weinhold, 2014. "Modelling land use, deforestation, and policy analysis: A hybrid optimization-ABM heterogeneous agent model with application to the Bolivian Amazon," GRI Working Papers 164, Grantham Research Institute on Climate Change and the Environment.
  5. Andersen, Lykke E. & Breisinger, Clemens & Mason d'Croz, Daniel & Jemio, Luis Carlos & Ringler, Claudia & Robertson, Richard D. & Verner, Dorte & Wiebelt, Manfred, 2014. "Agriculture, incomes, and gender in Latin America by 2050: An assessment of climate change impacts and household resilience for Brazil, Mexico, and Peru:," IFPRI discussion papers 1390, International Food Policy Research Institute (IFPRI).

2013

  1. Andreas Noack Jensen & Morten Ørregaard Nielsen, 2013. "A fast fractional difference algorithm," Working Papers 1307, Queen's University, Department of Economics.
  2. Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2013. "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," Working Papers 1309, Queen's University, Department of Economics.

2012

  1. James G. MacKinnon & Morten Ørregaard Nielsen, 2012. "Numerical distribution functions of fractional unit root and cointegration tests," Working Papers 1240, Queen's University, Department of Economics.
  2. Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2012. "The impact of financial crises on the risk-return tradeoff and the leverage effect," Working Papers 1295, Queen's University, Department of Economics.
  3. H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen, 2012. "Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model," Working Papers 1297, Queen's University, Department of Economics.
  4. Søren Johansen & Morten Ørregaard Nielsen, 2012. "The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models," Working Papers 1300, Queen's University, Department of Economics.
  5. Søren Johansen & Morten Ørregaard Nielsen, 2012. "The role of initial values in nonstationary fractional time series models," Discussion Papers 12-18, University of Copenhagen. Department of Economics.

2011

  1. Morten Ørregaard Nielsen, 2011. "Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models," Working Papers 1259, Queen's University, Department of Economics.

2010

  1. Morten Ørregaard Nielsen & Per Frederiksen, 2010. "Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration," Working Papers 1226, Queen's University, Department of Economics.
  2. Søren Johansen & Morten Ørregaard Nielsen, 2010. "Likelihood inference for a fractionally cointegrated vector autoregressive model," Working Papers 1237, Queen's University, Department of Economics.
  3. Søren Johansen & Morten Ørregaard Nielsen, 2010. "A necessary moment condition for the fractional functional central limit theorem," Working Papers 1244, Queen's University, Department of Economics.
  4. Andersen, Lykke E. & Verner, Dorte, 2010. "Social impacts of climate change in Chile : a municipal level analysis of the effects of recent and future climate change on human development and inequality," Policy Research Working Paper Series 5170, The World Bank.
  5. Andersen, Lykke Eg, 2010. "Social Mobility in Bolivia is Finally Improving!," Documentos de trabajo 3/2010, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.

2009

  1. Bent Jesper Christensen & Jie Zhu & Morten Ørregaard Nielsen, 2009. "Long memory in stock market volatility and the volatility-in-mean effect: the FIEGARCH-M model," Working Papers 1207, Queen's University, Department of Economics.
  2. Niels Haldrup & Frank S. Nielsen & Morten Ørregaard Nielsen, 2009. "A vector autoregressive model for electricity prices subject to long memory and regime switching," Working Papers 1211, Queen's University, Department of Economics.
  3. Michael Jansson & Morten Ørregaard Nielsen, 2009. "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," Working Papers 1213, Queen's University, Department of Economics.
  4. Per Frederiksen & Frank S. Nielsen & Morten Ørregaard Nielsen, 2009. "Local polynomial Whittle estimation of perturbed fractional processes," Working Papers 1218, Queen's University, Department of Economics.
  5. Michael Jansson & Morten Ørregaard Nielsen, 2009. "Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots," Working Papers 1224, Queen's University, Department of Economics.
  6. Andersen, Lykke E. & Verner, Dorte, 2009. "Social impacts of climate change in Bolivia : a municipal level analysis of the effects of recent climate change on life expectancy, consumption, poverty and inequality," Policy Research Working Paper Series 5092, The World Bank.
  7. Andersen, Lykke E. & Suxo, Addy & Verner, Dorte, 2009. "Social impacts of climate change in Peru : a district level analysis of the effects of recent and future climate change on human development and inequality," Policy Research Working Paper Series 5091, The World Bank.

2008

  1. Morten Ørregaard Nielsen & Per Frederiksen, 2008. "Fully Modified Narrow-Band Least Squares Estimation of Stationary Fractional Cointegration," Working Papers 1171, Queen's University, Department of Economics.
  2. Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2008. "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," Working Papers 1173, Queen's University, Department of Economics.
  3. Morten Ørregaard Nielsen, 2008. "Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders," Working Papers 1174, Queen's University, Department of Economics.
  4. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2008. "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," Working Papers 1181, Queen's University, Department of Economics.
  5. Morten Ørregaard Nielsen, 2008. "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," Working Papers 1185, Queen's University, Department of Economics.
  6. Morten Ørregaard Nielsen, 2008. "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Working Papers 1175, Queen's University, Department of Economics.

2007

  1. Søren Johansen & Morten Ørregaard Nielsen, 2007. "Likelihood Inference for a Nonstationary Fractional Autoregressive Model," Discussion Papers 07-27, University of Copenhagen. Department of Economics.

2006

  1. Katsumi Shimotsu & Morten Ørregaard Nielsen, 2006. "Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach," Working Papers 1029, Queen's University, Department of Economics.
  2. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2006. "The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps," Working Papers 1188, Queen's University, Department of Economics.

2005

  1. Bent Jesper Christensen & Morten Ørregaard Nielsen, 2005. "The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices," Working Papers 1186, Queen's University, Department of Economics.
  2. Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2005. "Forecasting Exchange Rate Volatility in the Presence of Jumps," Working Papers 1187, Queen's University, Department of Economics.
  3. Morten Ørregaard Nielsen & Per Frederiksen, 2005. "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Working Papers 1189, Queen's University, Department of Economics.
  4. Morten Ørregaard Nielsen & Per Houmann Frederiksen, 2005. "Finite Sample Accuracy of Integrated Volatility Estimators," Working Papers 1225, Queen's University, Department of Economics.

2003

  1. Andersen, Lykke Eg & Evia V, José Luis, 2003. "La Efectividad de la Ayuda Externa en Bolivia," Documentos de trabajo 9/2003, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  2. Andersen, Lykke Eg & Evia V, José Luis, 2003. "The Effectiveness of Foreign Aid in Bolivia," Documentos de trabajo 10/2003, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  3. Andersen, Lykke Eg & Mercado, Alejandro F. & Muriel H., Beatriz, 2003. "Discriminación Étnica en Bolivia: En el Sistema Educativo y el Mercado de Trabajo," Documentos de trabajo 3/2003, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  4. Andersen, Lykke Eg & Wiebelt, Manfred, 2003. "La Mala Calidad de la Educación en Bolivia y sus Consecuencias para el Desarrollo," Documentos de trabajo 2/2003, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.

2002

  1. Andersen, Lykke Eg & Faris, Robert, 2002. "Natural Gas and Income Distribution in Bolivia," Documentos de trabajo 1/2002, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  2. Andersen, Lykke Eg, 2002. "Baja Movilidad Social en Bolivia: Causas y Consecuencias para el Desarrollo," Documentos de trabajo 2/2002, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  3. Andersen, Lykke Eg, 2002. "Rural-Urban Migration in Bolivia: Advantages and Disadvantages," Documentos de trabajo 5/2002, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  4. Andersen, Lykke Eg, 2002. "Migración Rural-Urbana en Bolivia: Ventajas y Desventajas," Documentos de trabajo 12/2002, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.

2001

  1. Andersen, Lykke Eg, 2001. "Low Social Mobility in Bolivia: Causes and Consequences for Development," Documentos de trabajo 3/2001, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  2. Andersen, Lykke Eg & Meza, Mauricio, 2001. "The Natural Gas Sector in Bolivia: An Overview," Documentos de trabajo 1/2001, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  3. Andersen, Lykke Eg & Faris, Robert, 2001. "Reducing Volatility due to Natural Gas Exports: Is the Answer a Stabilization Fund?," Documentos de trabajo 11/2001, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  4. Lykke Andersen, 2001. "Social Mobility in Latin America: Links with Adolescent Schooling," Research Department Publications 3130, Inter-American Development Bank, Research Department.

2000

  1. Andersen, Lykke Eg, 2000. "Social Mobility in Latin America," Documentos de trabajo 3/2000, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  2. Andersen, Lykke Eg & Nina, Osvaldo, 2000. "The HIPC Initiative In Bolivia," Documentos de trabajo 4/2000, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  3. Andersen, Lykke Eg & Nina, Osvaldo, 2000. "Micro-Credit and Group Lending:The Collateral Effect," Documentos de trabajo 1/1998, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  4. Andersen, Lykke Eg & Reis, Eustáquio J., 2000. "Carbon Emissions from Deforestation in the Brazilian Amazon," Documentos de trabajo 1/2000, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.

1999

  1. Andersen, Lykke Eg, 1999. "Wage Differentials Between Bolivian Cities," Documentos de trabajo 2/1999, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
  2. Jose Luis Evia & Osvaldo Nina & Miguel Urquiola & Lykke Andersen & Eduardo Antelo, 1999. "Geography and Development in Bolivia: Migration, Urban and Industrial Concentration, Welfare, and Convergence: 1950-1992," Research Department Publications 3085, Inter-American Development Bank, Research Department.

Journal articles

2017

  1. Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2017. "Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 198(1), pages 165-188.
  2. Andersen, Lykke E. & Groom, Ben & Killick, Evan & Ledezma, Juan Carlos & Palmer, Charles & Weinhold, Diana, 2017. "Modelling Land Use, Deforestation, and Policy: A Hybrid Optimisation-Heterogeneous Agent Model with Application to the Bolivian Amazon," Ecological Economics, Elsevier, vol. 135(C), pages 76-90.

2016

  1. Dolatabadi, Sepideh & Nielsen, Morten Ørregaard & Xu, Ke, 2016. "A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 623-639.
  2. Johansen, Søren & Nielsen, Morten Ørregaard, 2016. "The Role Of Initial Values In Conditional Sum-Of-Squares Estimation Of Nonstationary Fractional Time Series Models," Econometric Theory, Cambridge University Press, vol. 32(05), pages 1095-1139, October.

2015

  1. Boswijk, H. Peter & Jansson, Michael & Nielsen, Morten Ørregaard, 2015. "Improved likelihood ratio tests for cointegration rank in the VAR model," Journal of Econometrics, Elsevier, vol. 184(1), pages 97-110.
  2. Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu, 2015. "A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(4), pages 339-356, 04.
  3. Morten Ørregaard Nielsen, 2015. "Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(2), pages 154-188, 03.
  4. Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2015. "Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets," Journal of Econometrics, Elsevier, vol. 187(2), pages 557-579.
  5. Christensen, Bent Jesper & Nielsen, Morten Ørregaard & Zhu, Jie, 2015. "The impact of financial crises on the risk–return tradeoff and the leverage effect," Economic Modelling, Elsevier, vol. 49(C), pages 407-418.
  6. Andersen, Lykke E. & Cardona, Marcelo & Romero, Daniela, 2015. "¿Los programas de riego hacen que las comunidades rurales pobres de Bolivia sean menos vulnerables?," Revista Latinoamericana de Desarrollo Economico, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, issue 24, pages 9-46, Noviembre.

2014

  1. Andreas Noack Jensen & Morten Ørregaard Nielsen, 2014. "A Fast Fractional Difference Algorithm," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(5), pages 428-436, 08.
  2. James G. MacKinnon & Morten Ørregaard Nielsen, 2014. "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 161-171, 01.
  3. Maggie E. C. Jones & Morten Ørregaard Nielsen & Micha Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," Canadian Journal of Economics, Canadian Economics Association, vol. 47(4), pages 1078-1130, November.
  4. Andersen, Lykke & Busch, Jonah & Curran, Elizabeth & Ledezma, Juan Carlos & Mayorga, Joaquín & Ruiz, Pablo, 2014. "Impactos socioeconómicos y ambientales de compensaciones por la reducción de emisiones de deforestación en Bolivia: resultados del modelo OSIRIS-Bolivia," Revista Latinoamericana de Desarrollo Economico, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, issue 22, pages 7-48, Noviembre.
  5. Andersen, Lykke E. & Verner , Dorte, 2014. "Impactos sociales del cambio climático en Bolivia: un análisis a nivel municipal de los efectos del cambio climático reciente sobre esperanza de vida, consumo, pobreza y desigualdad," Revista Latinoamericana de Desarrollo Economico, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, issue 22, pages 49-84, Noviembre.

2013

  1. Carlos Jemio , Luis & Andersen, Lykke E., 2013. "Insights from Bolivia’s Green National Accounts," Revista Latinoamericana de Desarrollo Economico, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, issue 19, pages 125-136, Mayo.

2012

  1. Johansen, Søren & Ørregaard Nielsen, Morten, 2012. "A Necessary Moment Condition For The Fractional Functional Central Limit Theorem," Econometric Theory, Cambridge University Press, vol. 28(03), pages 671-679, June.
  2. Frederiksen, Per & Nielsen, Frank S. & Nielsen, Morten Ørregaard, 2012. "Local polynomial Whittle estimation of perturbed fractional processes," Journal of Econometrics, Elsevier, vol. 167(2), pages 426-447.
  3. Michael Jansson & Morten Ørregaard Nielsen, 2012. "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 80(5), pages 2321-2332, 09.
  4. Søren Johansen & Morten Ørregaard Nielsen, 2012. "Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model," Econometrica, Econometric Society, vol. 80(6), pages 2667-2732, November.

2011

  1. Morten Ørregaard Nielsen & Per Frederiksen, 2011. "Fully modified narrow‐band least squares estimation of weak fractional cointegration," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 77-120, February.
  2. Jansson Michael & Nielsen Morten Ørregaard, 2011. "Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-21, February.
  3. Busch, Thomas & Christensen, Bent Jesper & Nielsen, Morten Ørregaard, 2011. "The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets," Journal of Econometrics, Elsevier, vol. 160(1), pages 48-57, January.

2010

  1. Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2010. "Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 233-261.
  2. Nielsen, Morten Ørregaard, 2010. "Nonparametric cointegration analysis of fractional systems with unknown integration orders," Journal of Econometrics, Elsevier, vol. 155(2), pages 170-187, April.
  3. Christensen, Bent Jesper & Nielsen, Morten Ørregaard & Zhu, Jie, 2010. "Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 460-470, June.
  4. Johansen, Søren & Nielsen, Morten Ørregaard, 2010. "Likelihood inference for a nonstationary fractional autoregressive model," Journal of Econometrics, Elsevier, vol. 158(1), pages 51-66, September.
  5. Haldrup, Niels & Nielsen, Frank S. & Nielsen, Morten Ørregaard, 2010. "A vector autoregressive model for electricity prices subject to long memory and regime switching," Energy Economics, Elsevier, vol. 32(5), pages 1044-1058, September.
  6. Andersen, Lykke E., 2010. "Social Mobility in Bolivia is Finally Improving!," Revista Latinoamericana de Desarrollo Economico, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, issue 13, pages 117-136.

2009

  1. Nielsen, Morten Ørregaard, 2009. "A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1515-1544, December.

2008

  1. Asaf Zussman & Noam Zussman & Morten Orregaard Nielsen, 2008. "Asset Market Perspectives on the Israeli-Palestinian Conflict," Economica, London School of Economics and Political Science, vol. 75(297), pages 84-115, 02.
  2. Nielsen, Morten Ørregaard & Frederiksen, Per, 2008. "Finite sample accuracy and choice of sampling frequency in integrated volatility estimation," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 265-286, March.
  3. Per Frederiksen & Morten Orregaard Nielsen, 2008. "Bias-Reduced Estimation of Long-Memory Stochastic Volatility," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(4), pages 496-512, Fall.

2007

  1. Haldrup, Niels & Nielsen, Morten Orregaard, 2007. "Estimation of fractional integration in the presence of data noise," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3100-3114, March.
  2. Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007. "The Effect of Long Memory in Volatility on Stock Market Fluctuations," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 684-700, November.
  3. Nielsen, Morten Orregaard & Shimotsu, Katsumi, 2007. "Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach," Journal of Econometrics, Elsevier, vol. 141(2), pages 574-596, December.
  4. Nielsen, Morten Orregaard, 2007. "Local Whittle Analysis of Stationary Fractional Cointegration and the ImpliedRealized Volatility Relation," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 427-446, October.
  5. Lykke Andersen & Clive Granger, 2007. "Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 8(3), pages 201-210, September.
  6. Andersen, Lykke E., 2007. "Entradas y salidas de la pobreza: análisis del papel del comportamiento reproductivo con datos del panel de Nicaragua, 1998-2001," Notas de Población, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).

2006

  1. Christensen, Bent Jesper & Nielsen, Morten Orregaard, 2006. "Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting," Journal of Econometrics, Elsevier, vol. 133(1), pages 343-371, July.
  2. Haldrup, Niels & Nielsen, Morten Orregaard, 2006. "A regime switching long memory model for electricity prices," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 349-376.
  3. Andersen, Torben G. & Bollerslev, Tim & Frederiksen, Per Houmann & Nielsen, Morten Orregaard, 2006. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 173-179, April.
  4. Haldrup Niels & Nielsen Morten Ø., 2006. "Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-24, September.

2005

  1. Morten Orregaard Nielsen, 2005. "Semiparametric Estimation in Time-Series Regression with Long-Range Dependence," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 279-304, 03.
  2. Nielsen, Morten Orregaard, 2005. "Noncontemporaneous cointegration and the importance of timing," Economics Letters, Elsevier, vol. 86(1), pages 113-119, January.
  3. Morten Ørregaard Nielsen, 2005. "Multivariate Lagrange Multiplier Tests for Fractional Integration," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 3(3), pages 372-398.
  4. Morten Ørregaard Nielsen & Per Houmann Frederiksen, 2005. "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Econometric Reviews, Taylor & Francis Journals, vol. 24(4), pages 405-443.
  5. Andersen, Lykke E. & Christensen, Ben Jesper & Delgadillo, Claudia, 2005. "Movilidad laboral en Bolivia: una comparación entre empleados de los sectores público y privados," Revista Latinoamericana de Desarrollo Economico, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, issue 5, pages 43-63, Julio.

2004

  1. Morten Orregaard Nielsen, 2004. "Efficient inference in multivariate fractionally integrated time series models," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 63-97, 06.
  2. Nielsen, Morten Orregaard, 2004. "Spectral analysis of fractionally cointegrated systems," Economics Letters, Elsevier, vol. 83(2), pages 225-231, May.
  3. Brendstrup, Bjarne & Hylleberg, Svend & Nielsen, Morten Rregaard & Skipper, Lars & Stentoft, Lars, 2004. "Seasonality In Economic Models," Macroeconomic Dynamics, Cambridge University Press, vol. 8(03), pages 362-394, June.
  4. Nielsen M.O., 2004. "Optimal Residual-Based Tests for Fractional Cointegration and Exchange Rate Dynamics," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 331-345, July.
  5. Nielsen, Morten rregaard, 2004. "Efficient Likelihood Inference In Nonstationary Univariate Models," Econometric Theory, Cambridge University Press, vol. 20(01), pages 116-146, February.
  6. Ørregaard Nielsen, Morten, 2004. "Local empirical spectral measure of multivariate processes with long range dependence," Stochastic Processes and their Applications, Elsevier, vol. 109(1), pages 145-166, January.
  7. Andersen, Lykke E. & Faris, Robert, 2004. "Natural Gas and Inequality in Bolivia," Revista Latinoamericana de Desarrollo Economico, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, issue 2, pages 57-90, Abril.

2003

  1. Andersen, Lykke E., 2003. "Baja movilidad social en Bolivia:causas y consecuencias para el desarrollo," Revista Latinoamericana de Desarrollo Economico, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, issue 1, pages 11-36, Septiembr.
  2. Mercado, Alejandro F. & Andersen, Lykke E. & Muriel H., Beatriz, 2003. "Discriminación étnica en el sistema educativo y el mercado de trabajo de Bolivia," Revista Latinoamericana de Desarrollo Economico, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, issue 1, pages 63-98, Septiembr.

Books

2014

  1. Andersen, Lykke E., 2014. "La economía del cambio climático en Bolivia: Impactos sobre la biodiversidad," Coediciones, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 39835 edited by Cepal, September.
  2. Jemio Mollinedo, Luis Carlos & Andersen, Lykke E. & Ludeña, Carlos & De Miguel, Carlos & Pereira, Mauricio, 2014. "La economía del cambio climático en Bolivia: Estimación de impactos en equilibrio general," Coediciones, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 39830 edited by Cepal, September.
  3. Andersen, Lykke E. & Jemio Mollinedo, Luis Carlos & Valencia, Horacio, 2014. "La economía del cambio climático en Bolivia: Impactos en el sector agropecuario," Coediciones, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 39834 edited by Cepal, September.

2003

  1. Manuelita Ureta & Carlos Filgueira & Naercio Aquino Menezes-Filho & Suzanne Duryea & Richard Obuchi & Lykke E. Andersen & Fernando Filgueira & Josefina Bruni Celli & Carmen Elisa Flórez & Jairo Núñez , 2003. "Critical Decisions at a Critical Age: Adolescents and Young Adults in Latin America," IDB Publications (Books), Inter-American Development Bank, number 42598 edited by Manuelita Ureta & Alejandra Cox Edwards & Suzanne Duryea, October.

2002

  1. Andersen,Lykke E. & Granger,Clive W. J. & Reis,Eustaquio J. & Weinhold,Diana & Wunder,Sven, 2002. "The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon," Cambridge Books, Cambridge University Press, number 9780521811972, January.

Chapters

2016

  1. Boris Branisa & Anna Sophia Doyle & Fabián E. Soria & Lykke E. Andersen & Montserrat Valdivia, 2016. "G - Género," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 81-89 Institute for Advanced Development Studies.
  2. Lykke E. Andersen & Oscar Jorge Molina Tejerina & Anna Sophia Doyle, 2016. "D - Desigualdad," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 55-60 Institute for Advanced Development Studies.
  3. Lykke E. Andersen & Carolina Cardona & Susana Del Granado & Anna Sophia Doyle & Montserrat Valdivia, 2016. "A - Agua," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 17-24 Institute for Advanced Development Studies.
  4. Lykke E. Andersen & Boris Branisa, 2016. "Introducción al ABC del desarrollo en Bolivia," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 1-15 Institute for Advanced Development Studies.
  5. Boris Branisa & Lykke E. Andersen & Marcelo Cardona & Natalia Zegarra, 2016. "L - Luz eléctrica," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 131-137 Institute for Advanced Development Studies.
  6. Lykke E. Andersen & Natasha N. Andersen & Marta Kornacka & Montserrat Valdivia, 2016. "M - Migración," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 139-145 Institute for Advanced Development Studies.
  7. Lykke E. Andersen & Anna Sophia Doyle & Fabián E. Soria & Montserrat Valdivia, 2016. "I - Internet," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 101-106 Institute for Advanced Development Studies.
  8. Javier Aliaga Lordemann & Lykke E. Andersen & Alejandro Herrera Jiménez & Montserrat Valdivia, 2016. "F - Felicidad," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 73-78 Institute for Advanced Development Studies.
  9. Lykke E. Andersen & José Acuña & Luis Carlos Jemio & Fabián E. Soria & Natalia Zegarra, 2016. "E - Educación," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 63-71 Institute for Advanced Development Studies.
  10. Lykke E. Andersen & Luis Carlos Jemio, 2016. "H - Hacienda pública," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 91-98 Institute for Advanced Development Studies.
  11. Lykke E. Andersen & Boris Branisa & Marcelo Cardona, 2016. "S - Salud," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 207-213 Institute for Advanced Development Studies.
  12. Lykke E. Andersen & Anna Sophia Doyle & Marta Kornacka, 2016. "Q - Quemas y chaqueo," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 191-196 Institute for Advanced Development Studies.
  13. Boris Branisa & Lykke E. Andersen & Ditte Beyer & Marcelo Cardona & Santiago Alonso Álvarez, 2016. "W - Wawas con wawas," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 255-261 Institute for Advanced Development Studies.
  14. Lykke E. Andersen & Susana Del Granado & Anna Sophia Doyle & Montserrat Valdivia, 2016. "B - Basura," INESAD book chapters, in: El ABC del desarrollo en Bolivia, edition 1, volume 1, chapter 0, pages 27-34 Institute for Advanced Development Studies.

2010

  1. Beatriz Muriel & Lykke Andersen & Tania Evia & Horacio Valencia & Laura Valdez, 2010. "Estudios de caso para la generación de empleo remunerativo en Bolivia," Capítulos de Libros PUCP / Chapters of PUCP books, in: José Rodríguez & Albert Berry (ed.), Desafíos laborales en América Latina después de dos décadas de reformas estructurales. Bolivia, Paraguay y Perú 1997-2008, edition 1, chapter 6, pages 357-396 Departamento de Economía - Pontificia Universidad Católica del Perú.
  2. Lykke Andersen & Horacio Valencia, 2010. "Trabajo no agrícola de las familias rurales de Bolivia: un análisis de determinantes y efectos," Capítulos de Libros PUCP / Chapters of PUCP books, in: José Rodríguez & Albert Berry (ed.), Desafíos laborales en América Latina después de dos décadas de reformas estructurales. Bolivia, Paraguay y Perú 1997-2008, edition 1, chapter 7, pages 397-424 Departamento de Economía - Pontificia Universidad Católica del Perú.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.