Økonomisk Institut

  1. Udgivet

    Finding Cointegration Rank in High Dimensional Systems Using the Johansen Test

    Sørensen, B. E., 1995, Department of Economics, University of Copenhagen, 20 s.

    Publikation: Working paperForskning

  2. Udgivet

    Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend

    Sørensen, B. E. & Nabeya, S., 1994, I: Econometric Theory. 10, 5, s. 937-966

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  3. Udgivet

    Modelling Exchange Rates in Continuous Time: Theory Estimation and Option Pricing

    Sørensen, B. E. & Perraudin, W., 1994, Institue of Economics, University of Copenhagen, 31 s.

    Publikation: Working paperForskning

  4. Udgivet

    Turnin’ it up a notch: How spillovers from foreign direct investment boost the complexity of South Africa’s exports

    Sørensen, Bjørn Bo, jan. 2020, Helsinki, 47 s. (W I D E R. Working Papers; Nr. 2020/3).

    Publikation: Working paperForskning

  5. Udgivet

    Economic complexity and structural transformation: the case of Mozambique

    Sørensen, Bjørn Bo, Hansen, Christian Estmann, Sarmento, E. F. & Rand, John, 2020, Helsinki, 47 s. (W I D E R. Working Papers; Nr. 2020/141).

    Publikation: Working paperForskning

  6. Udgivet

    Parametric Inference for Diffusion Processes Observed at Discrete Points in Time: A Survey

    Sørensen, H., 2002, Department of Economics, University of Copenhagen, 18 s.

    Publikation: Working paperForskning

  7. Udgivet

    Estimation of diffusion parameters for discretely observed diffusion processes

    Sørensen, H., 2002, I: Bernoulli. 8, 4, s. 491-508

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  8. Udgivet

    How McFadden met Rockafellar and learned to do more with less

    Sørensen, Jesper Riis-Vestergaard & Fosgerau, Mogens, 2022, I: Journal of Mathematical Economics. 100, 102629.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  9. Udgivet

    TESTING A CLASS of SEMI- or NONPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS USING SERIES METHODS

    Sørensen, Jesper Riis-Vestergaard, 2024, I: Econometric Theory.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  10. Udgivet

    How McFadden Met Rockafellar and Learnt to Do More With Less

    Sørensen, Jesper Riis-Vestergaard & Fosgerau, Mogens, 30 apr. 2020, 29 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 20-01).

    Publikation: Working paperForskning