Department of Economics

  1. Published

    Testing for near I (2) trends when the signal to noise ratio is small

    Juselius, Katarina, 2014, Kbh.: Økonomisk institut, Københavns Universitet, 22 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 01, Vol. 2014).

    Research output: Working paper

  2. Published

    Testing for salience effects in choices under risk

    Nielsen, Carsten Søren, Sebald, A. C. & Sørensen, Peter Norman, 2024, In: Review of Economics and Statistics.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Testing for the presence of measurement error in Stata

    Lee, Young Jun & Wilhelm, D., Jun 2020, In: Stata Journal. 20, 2, p. 382-404 23 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate

    Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2010, In: Journal of Econometrics. 158, 1, p. 117-129 13 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Testing in GARCH-X Type Models

    Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2019, In: Econometric Theory. 35, 5, p. 1012-1047

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Testing the CVAR in the Fractional CVAR Model

    Johansen, Søren & Nielsen, M. Ø., 19 Apr 2018, In: Journal of Time Series Analysis. 39, 6, p. 836–849

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Testing the CVAR in the fractional CVAR model

    Johansen, Søren & Nielsen, M. Ø., 2017, 13 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-23).

    Research output: Working paper

  8. Published

    Testing the Conditional Mean Function of Autoregressive Conditional Duration Models

    Hautsch, N., 2006, Cph.: Department of Economics, University of Copenhagen, 21 p.

    Research output: Working paper

  9. Published

    Testing the Intransivity Explanation of the Allais Paradox

    Groes, E., Whitta-Jacobsen, Hans Jørgen, Sloth, B. & Tranæs, T., 1998, Institute of Economics, University of Copenhagen, 17 p.

    Research output: Working paper

  10. Published

    Testing the Mill Hypothesis of Fiscal Illusion

    Sausgruber, R. & Tyran, Jean-Robert Karl, 19 Apr 2005, (University of Copenhagen Economics Working Paper; No. 04-18).

    Research output: Working paper