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Nielsen, Morten Ørregaard
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1

Bootstrap Inference in the Presence of Bias:

Cavaliere, Giuseppe ; Gonçalves, Sílvia ; Nielsen, Morten Ørregaard.
Journal of the American Statistical Association.  , 2024
Link: https://doi.org/10.1080/..
 
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2

Testing for the appropriate level of clustering in linear r..:

MacKinnon, James G. ; Nielsen, Morten Ørregaard ; Webb, Matthew D.
Journal of Econometrics.  235 (2023)  2 - p. 2027-2056 , 2023
Link: https://doi.org/10.1016/..
 
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3

Leverage, influence, and the jackknife in clustered regress..:

MacKinnon, James G. ; Nielsen, Morten Ørregaard ; Webb, Matthew D.
The Stata Journal: Promoting communications on statistics and Stata.  23 (2023)  4 - p. 942-982 , 2023
Link: https://doi.org/10.1177/..
 
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4

Fast and reliable jackknife and bootstrap methods for clust..:

MacKinnon, James G. ; Nielsen, Morten Ørregaard ; Webb, Matthew D.
Journal of Applied Econometrics.  38 (2023)  5 - p. 671-694 , 2023
Link: https://doi.org/10.1002/..
 
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5

Cluster-robust inference: A guide to empirical practice:

MacKinnon, James G. ; Nielsen, Morten Ørregaard ; Webb, Matthew D.
Journal of Econometrics.  232 (2023)  2 - p. 272-299 , 2023
Link: https://doi.org/10.1016/..
 
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6

Featured Cover:

MacKinnon, James G. ; Nielsen, Morten Ørregaard ; Webb, Matthew D.
Journal of Applied Econometrics.  38 (2023)  5 - p. , 2023
Link: https://doi.org/10.1002/..
 
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7

WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTI..:

Johansen, Søren ; Nielsen, Morten Ørregaard
Econometric Theory.  , 2022
Link: https://doi.org/10.1017/..
 
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8

INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN..:

Nielsen, Morten Ørregaard ; Seo, Won-Ki ; Seong, Dakyung
Econometric Theory.  39 (2022)  3 - p. 443-480 , 2022
Link: https://doi.org/10.1017/..
 
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9

NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN A..:

Brien, Samuel ; Jansson, Michael ; Nielsen, Morten Ørregaard
Econometric Theory.  , 2022
Link: https://doi.org/10.1017/..
 
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10

Semiparametric Tests for the Order of Integration in the Po..:

Iacone, Fabrizio ; Nielsen, Morten Ørregaard ; Taylor, A. M. Robert
Journal of Business & Economic Statistics.  40 (2021)  2 - p. 880-896 , 2021
Link: https://doi.org/10.1080/..
 
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11

To infinity and beyond: Efficient computation of ARCH(∞) mo..:

Nielsen, Morten Ørregaard ; Noël, Antoine L.
Journal of Time Series Analysis.  42 (2020)  3 - p. 338-354 , 2020
Link: https://doi.org/10.1111/..
 
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12

Adaptive Inference in Heteroscedastic Fractional Time Serie..:

Cavaliere, Giuseppe ; Nielsen, Morten Ørregaard ; Robert Taylor, A. M.
Journal of Business & Economic Statistics.  40 (2020)  1 - p. 50-65 , 2020
Link: https://doi.org/10.1080/..
 
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13

Special Issue of the Journal of Time Series Analysis in Hon..:

Nielsen, Morten Ørregaard ; Hualde, Javier
Journal of Time Series Analysis.  40 (2019)  4 - p. 386-387 , 2019
Link: https://doi.org/10.1111/..
 
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14

Fast and wild: Bootstrap inference in Stata using boottest:

Roodman, David ; Nielsen, Morten Ørregaard ; MacKinnon, James G..
The Stata Journal: Promoting communications on statistics and Stata.  19 (2019)  1 - p. 4-60 , 2019
Link: https://doi.org/10.1177/..
 
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15

TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERI..:

Hualde, Javier ; Nielsen, Morten Ørregaard
Econometric Theory.  36 (2019)  4 - p. 751-772 , 2019
Link: https://doi.org/10.1017/..
 
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