Morten Nielsen, Queen's University

Research

bootstrap cointegration heteroskedasticity long memory strong correlation time series bootstrap, cointegration, heteroskedasticity, long memory, strong correlation, time series analysis time series analysis

Latest funding

Improved econometric methods for heteroskedastic time series
SSHRC · 2017 · Principal investigator
$117,685
Time Series Econometrics
SSHRC · 2016 · Principal investigator
$377,353
Econometric analysis and application of the fractionally cointegrated VAR model
SSHRC · 2012 · Principal investigator
$126,992

All 5 grants and awards

Improved econometric methods for heteroskedastic time series

Principal investigatorSSHRC2017Insight Grants

Principal investigators: Nielsen, Morten Ø.

Keywords: bootstrap; cointegration; heteroskedasticity; long memory; strong correlation; time series

$117,685

Time Series Econometrics

Principal investigatorSSHRC2016Canada Research Chairs

Principal investigators: Nielsen, Morten

Keywords: bootstrap; cointegration; heteroskedasticity; long memory; strong correlation; time series analysis

$377,353

Econometric analysis and application of the fractionally cointegrated VAR model

Principal investigatorSSHRC2012Insight Grants

Principal investigators: Nielsen, Morten Ø.

Keywords: cointegration; deterministic trends; fractional cointegration; initial values; long memory; maximum likelihood; rank test; VAR; vector autoregressive model

$126,992

Canada Research Chair in Time Series Econometrics

Principal investigatorSSHRC2011Canada Research Chairs

Principal investigators: Nielsen, Morten O.

Keywords: cointegration, deterministic trends, fractional cointegration, initial values, long memory, maximum likelihood, rank test, var, vector autoregressive model

$500,000

Fractional cointegration in a vector autoregressive model

Principal investigatorSSHRC2009Standard Research Grants

Principal investigators: Nielsen, Morten Ø.

Keywords: cointegration rank; fractional cointegration; long memory; maximum likelihood; rank test; VAR; vector autoregressive model

$59,568

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.

Applying for

Subject: Prospective PhD student: bootstrap Dear Professor Nielsen, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on bootstrap connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]