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~isPartOf:"CREATES research paper"
~isPartOf:"Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics"
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Search: subject_exact:"Scientific modelling"
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Modellierung
32
Scientific modelling
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Time series analysis
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Johansen, Søren
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CREATES research paper
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
Working paper
49
Discussion paper / Tinbergen Institute
46
Working paper / National Bureau of Economic Research, Inc.
44
Discussion paper / Centre for Economic Policy Research
39
Econometric Institute research papers
39
CEMMAP working papers / Centre for Microdata Methods and Practice
36
Cowles Foundation discussion paper
26
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23
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21
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16
Finance and economics discussion series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
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Reihe Ökonomie
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Working paper / Department of Econometrics and Business Statistics, Monash University
10
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Boston College working papers in economics
9
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ICB research report
9
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ECONIS (ZBW)
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
2
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
3
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Gatarek, Lukasz
-
2014
Persistent link: https://www.econbiz.de/10010418991
Saved in:
4
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
Saved in:
5
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
6
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
7
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009660743
Saved in:
8
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
Saved in:
9
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
10
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
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