The empirical process of autoregressive residuals by Nielsen, B

Analysis of co-explosive processes by Nielsen, B

The asymptotic distribution of likelihood ratio test statistics for cointegration in unstable vector autoregressive processes. by Nielsen, B

Analysis of co-explosive processes. by Nielsen, B

Bartlett correction of the unit root test in autoregressive models. by Nielsen, B

Test for cointegration rank in general vector autoregressions. by Nielsen, B

Strong Consistency Results for Least Squares Estimators in General Vector Autoregressions with Deterministic Terms. by Nielsen, B

Analysis of coexplosive processes. by Nielsen, B

On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank. by Nielsen, B

The likelihood ratio test for rank in bivariate canonical correlation analysis. by Nielsen, B

The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes. by Nielsen, B

Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms. by Nielsen, B

Singular vector autoregressions with deterministic terms: Strong consistency and lag order determination. by Nielsen, B

On the distribution of tests of cointegration rank. by Nielsen, B

Asymptotic properties of least squares statistics in general vector autoregressive models. by Nielsen, B

Expected survival in the Cox model. by Nielsen, B

Significance test in bivariate canonical correlation analysis. by Nielsen, B

Conditional test for rank in bivariate canonical correlation analysis. by Nielsen, B

Power of Tests for Unit Roots in the Presence of a Linear Trend. by Nielsen, B

Correlograms for non-stationary autoregressions. by Nielsen, B