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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"EUI working paper / ECO"
~person:"Johansen, Søren"
~type_genre:"Aufsatzsammlung"
~type_genre:"Handbook"
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Johansen, Søren
Gottardi, Piero
16
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EUI working paper / ECO
Discussion papers / Department of Economics, University of Copenhagen
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ECONIS (ZBW)
7
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The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren
-
2001
Persistent link: https://www.econbiz.de/10001582517
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2
Controlling inflation in a cointegrated vector autoregressive model with an application to US data
Johansen, Søren
;
Jusélius, Katarina
-
2001
Persistent link: https://www.econbiz.de/10001582520
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3
A small sample correction of the test for cointegrating rank in the vector autoregressive model
Johansen, Søren
-
2000
Persistent link: https://www.econbiz.de/10001541067
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4
A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389411
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5
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389415
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6
Mathematical and statistical modelling of cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000974037
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7
Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000974051
Saved in:
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