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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
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Statistical analysis of some nonstationary time series
Johansen, Søren - In: Econometrics and economic theory in the 20th century : …, (pp. 433-457). 1998
Persistent link: https://www.econbiz.de/10001548946
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A small sample correction of the Dickey-Fuller test
Johansen, Søren - In: New directions in macromodelling, (pp. 49-68). 2004
Persistent link: https://www.econbiz.de/10002717320
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An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren; Nielsen, Bent - In: The methodology and practice of econometrics : a …, (pp. 1-36). 2009
Persistent link: https://www.econbiz.de/10003857820