more options
 

Department of Economics
Faculty



Morten Ørregaard Nielsen

Ph.D. University of Aarhus 2003, Assistant Professor of Economics.

FIELDS

Econometrics; time series analysis.

SELECTED PUBLICATIONS

"Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics" Journal of Business and Economic Statistics (forthcoming); "Efficient Likelihood Inference in Nonstationary Univariate Models" Econometric Theory (forthcoming).

CURRENT RESEARCH

Fractional integration and cointegration models; semiparametric analysis of long range dependent processes; high frequency data.

 

 

 

 

 




back to directory
back to main



Department of Economics
404 Uris Hall
Cornell University
Ithaca, N.Y. 14853
Phone: (607) 255-4254
Fax: (607) 255-2818


This site maintained by: alg5@cornell.edu & ejh17@cornell.edu