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Details about Frank S. Nielsen

Homepage:http://www.econ.au.dk/afn/PhD/nielsenfs.htm
Workplace:Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business Economics), Aarhus Universitet (Aarhus University), (more information at EDIRC)
School of Economics and Management, Institut for Økonomi (Department of Economics and Business Economics), Aarhus Universitet (Aarhus University), (more information at EDIRC)

Access statistics for papers by Frank S. Nielsen.

Last updated 2009-10-13. Update your information in the RePEc Author Service.

Short-id: pni154

Working Papers

2009

  1. A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching
    Working Paper, Economics Department, Queen's University Downloads View citations (28)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2007) Downloads
  2. Local Polynomial Whittle Estimation Of Perturbed Fractional Processes
    Working Paper, Economics Department, Queen's University Downloads View citations (18)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2008) Downloads View citations (16)
  3. Local Whittle estimation of multivariate fractionally integrated processes
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (8)

2008

  1. Local polynomial Whittle estimation covering non-stationary fractional processes
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (11)
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