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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Johansen, Søren"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Estimation theory
21
Schätztheorie
21
Time series analysis
14
Zeitreihenanalyse
14
Theorie
10
Theory
10
Cointegration
7
Kointegration
7
Statistical theory
4
Regression analysis
3
Regressionsanalyse
3
VAR model
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VAR-Modell
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1963-1989
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Estimation
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Geldnachfrage
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Großbritannien
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Money demand
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United Kingdom
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cointegration
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Autocorrelation
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Autokorrelation
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Bubble models
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CVAR
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Causality analysis
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Cointegration vectors
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Common trends
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Geldnachfragetheorie
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Huber-skip
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I(1)
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I(2)
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Article in journal
Systematic review
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Johansen, Søren
King, Maxwell L.
7
White, Halbert
7
Andrews, Donald W. K.
6
Godfrey, L. G.
6
Dufour, Jean-Marie
5
Ghysels, Eric
5
Hansen, Bruce E.
5
Kuan, Chung-ming
5
Bera, Anil K.
4
Fan, Yanqin
4
Guay, Alain
4
Hall, Alastair R.
4
Hong, Yongmiao
4
Horowitz, Joel
4
Krämer, Walter
4
Magnus, Jan R.
4
Newey, Whitney K.
4
Ploberger, Werner
4
Startz, Richard
4
Aleem, M.
3
Bierens, Herman J.
3
Donald, Stephen G.
3
Gouriéroux, Christian
3
Hotz, Vincent Joseph
3
Judge, George G.
3
Linton, Oliver
3
Mizon, Grayham E.
3
Nelson, Charles R.
3
Orme, Chris D.
3
Qin, Jing
3
Renault, Eric
3
Robert, Christian P.
3
Robinson, Peter M.
3
Savin, N. Eugene
3
Sims, Christopher A.
3
Stock, James H.
3
Strecker, Heinrich
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Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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ECONIS (ZBW)
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1
Asymptotic inference on cointegrating rank in partial systems
Harbo, Ingrid
;
Johansen, Søren
;
Nielsen, Bent
;
Rahbek, …
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 388-399
Persistent link: https://www.econbiz.de/10001251806
Saved in:
2
Estimating systems of trending variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
Saved in:
3
Testing weak exogeneity and the order of cointegration in UK money demand data
Johansen, Søren
- In:
Journal of policy modeling : JPMOD ; a social science …
14
(
1992
)
3
,
pp. 313-334
Persistent link: https://www.econbiz.de/10001125795
Saved in:
4
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
Saved in:
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