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~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Bent
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2016
Persistent link: https://www.econbiz.de/10011524568
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Times series : cointegration
Johansen, Søren
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2014
Persistent link: https://www.econbiz.de/10010418934
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Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
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2010
Persistent link: https://www.econbiz.de/10003968607
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Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
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2002
Persistent link: https://www.econbiz.de/10001701167
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