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isPartOf:"CREATES research paper"
subject:"Time series analysis"
~isPartOf:"Econometrics : open access journal"
~person:"Johansen, Søren"
~type:"book"
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CREATES research paper
Econometrics : open access journal
Discussion papers / Department of Economics, University of Copenhagen
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ECONIS (ZBW)
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Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524093
Saved in:
2
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010418994
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3
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren
;
Lange, Theis
-
2011
Persistent link: https://www.econbiz.de/10009006830
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4
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
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5
A necessary moment condition for the fractional functional central limit theorem
Ørregaard Nielsen, Morten
;
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008688581
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