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Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000959732
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2
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524093
Saved in:
3
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
4
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
5
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010418994
Saved in:
6
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
Saved in:
7
Data revisions and the statistical relation of global mean sea-level and temperature
Hillebrand, Eric
;
Johansen, Søren
;
Schmith, Torben
-
2015
Persistent link: https://www.econbiz.de/10010529452
Saved in:
8
The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008669923
Saved in:
9
A necessary moment condition for the fractional functional central limit theorem
Ørregaard Nielsen, Morten
;
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008688581
Saved in:
10
An invariance property of the common trends under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008699006
Saved in:
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