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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
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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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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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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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An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2011
Persistent link: https://www.econbiz.de/10008810484
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - 2019
Persistent link: https://www.econbiz.de/10012316908