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.

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