Narrow search
Showing 1 - 10 of 83
Cover Image
An I(2) cointegration analysis of the purchasing power parity between Australia and the United States
Johansen, Søren - 1991
Persistent link: https://www.econbiz.de/10000129180
Cover Image
Granger's representation theorem and multicointegration
Engsted, Tom; Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000959732
Cover Image
Recursive estimation in cointegrated VAR-models
Hansen, Henrik; Johansen, Søren - 1992
Persistent link: https://www.econbiz.de/10000851441
Cover Image
Mathematical and statistical modelling of cointegration
Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000974037
Cover Image
Likelihood analysis of seasonal cointegration
Johansen, Søren; Schaumburg, Ernst - 1997
Persistent link: https://www.econbiz.de/10000974039
Cover Image
Likelihood-based inference in cointegrated vector autoregressive models
Johansen, Søren - 1995
Persistent link: https://www.econbiz.de/10000914722
Cover Image
Likelihood-based inference for cointegration of some nonstationary time series
Johansen, Søren - In: Time series models : in econometrics, finance and other …, (pp. 69-100). 1996
Persistent link: https://www.econbiz.de/10001319936
Cover Image
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
Cover Image
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
Cover Image
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