Department of Economics

  1. Published

    Testing a Class of Semi- or Nonparametric Conditional Moment Restriction Models using Series Methods

    Sørensen, Jesper Riis-Vestergaard, 3 Sep 2020, 92 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 20-04).

    Research output: Working paperResearch

  2. Published

    Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models

    Kristensen, D. & Rahbek, Anders, 2010, Department of Economics, University of Copenhagen, 26 p.

    Research output: Working paperResearch

  3. Published

    Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models

    Kristensen, D. & Rahbek, Anders, 2013, In: Econometric Theory. 29, 6, p. 1238-1288

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Testing competing forms of the Milankovitch hypothesis: A multivariate approach

    Kaufmann, R. K. & Juselius, Katarina, 2016, In: Paleoceanography. 31, 2, p. 286-297 12 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Testing exact rational expectations in cointegrated vector autoregressive models

    Johansen, Søren & Swensen, A. R., 1999, In: Journal of Econometrics. 93, 1, p. 73-91 9 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility

    Cavaliere, G., Rahbek, Anders & Taylor, A. M. R., 2008, Department of Economics, University of Copenhagen, 31 p.

    Research output: Working paperResearch

  7. Published

    Testing for Near I(2) Trends When the Signal-to-Noise Ratio Is Small

    Juselius, Katarina, 2014, In: Economics. 8, 2014-21, p. 1-30 31 p., 2014-21 .

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Testing for Unit Roots in Panels by Using a Mixture Model

    Madsen, E., 2003, Cph.: Department of Economics, University of Copenhagen, 34 p.

    Research output: Working paperResearch

  9. Published

    Testing for co-integration in vector autoregressions with non-stationary volatility

    Cavaliere, G., Rahbek, Anders & Taylor, R. M., 2010, In: Journal of Econometrics. 158, 1, p. 7-24 18 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Testing for food market integration: a study of the vietnamese paddy market

    Trung, L. D., Tam, T. N. T. M., Baulch, B. & Hansen, Henrik, 2007, Market, policy and poverty reduction in Vietnam. Hansen, H. & Thang, N. (eds.). Hanoi: Vietnam Academy of Social Sciences, p. 3-29 27 p.

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch