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Title: Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
Title: An Estimated DSGE Model: Explaining Variation in Nominal Term Premia, Real Term Premia, and In?ation Risk Premia
Title: Detecting Big Structural Breaks in Large Factor Models
Title: Identification of Cointegrating Relations in I(2) Vector AutoRegressive Models
Title: Nonparametric instrumental variables for additive nonlinear models
Title: Estimating High-Dimensional Time Series Models
Title: The role of initial values in fractional time series models
Title: A Gaussian mixture autoregressive model for univariate time series
Title: Testing for predictability in a noninvertible ARMA model
Title: Essays on Heterogeneous Beliefs, Public Information, and Asset Pricing
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