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subject:"Time series analysis"
person:"Johansen, Søren"
~isPartOf:"Econometric reviews"
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Time series analysis
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Johansen, Søren
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Econometric reviews
Discussion papers / Department of Economics, University of Copenhagen
9
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
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Economic time series with random walk and other nonstationary components
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Queen's Economics Department working paper
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The American economic review
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The econometrics journal
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The role of the constant and linear terms in cointegration analysis of nonstationary variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 205-229
Persistent link: https://www.econbiz.de/10001163113
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2
Estimating systems of trending variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
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