Morten Ø. Nielsen

Morten Ø. Nielsen is Professor of Economics and the Stephen J. R. Smith Faculty Fellow at Queen's University, Canada. He acquired the PhD degree in economics from Aarhus University in 2003. Nielsen is a theoretical time series econometrician who also contributes to financial econometrics. In particular, he has been studying properties of time series with long memory. Morten Nielsen is a very productive researcher and has received several awards and prizes for his research. He has published in numerous journals including Journal of Econometrics, Journal of Business and Economic Statistics, Review of Economics and Statistics, and Econometric Theory.

Publications

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