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person:"Jungbacker, Borus"
~person:"Johansen, Søren"
~subject:"Cointegration"
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Search: subject_exact:"Maximum-Likelihood-Methode"
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Cointegration
Maximum likelihood estimation
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Jungbacker, Borus
Johansen, Søren
Lyhagen, Johan
4
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3
Carlsson, Mikael
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Rahbek, Anders
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A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 195-221
Persistent link: https://www.econbiz.de/10001715741
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2
A small sample correction for the test of cointegrating rank in the vector autoregressive model
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 1929-1961
Persistent link: https://www.econbiz.de/10001702250
Saved in:
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
Saved in:
4
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
- In:
Econometric theory
16
(
2000
)
5
,
pp. 740-778
Persistent link: https://www.econbiz.de/10001533173
Saved in:
5
A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389411
Saved in:
6
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389415
Saved in:
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