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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418999
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An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2011
Persistent link: https://www.econbiz.de/10008810484
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Likelihood inference for a fractionally conitegrated vector autoregressive model
Johansen, Søren; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10003968441
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Discussion of the forward search : theory and data analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003929159
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Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren; Lange, Theis - 2011
Persistent link: https://www.econbiz.de/10009006830
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Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren; Nielsen, Bent - 2011
Persistent link: https://www.econbiz.de/10009377349
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Statistical analysis of global surface air temperature and sea level using cointegration methods
Schmith, Torben; Johansen, Søren; Thejll, Peter - 2011
Persistent link: https://www.econbiz.de/10009377358
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The selection of ARIMA models with or without regressors
Johansen, Søren; Riani, Marco; Atkinson, Anthony C. - 2012
Persistent link: https://www.econbiz.de/10009660743
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Asymptotic analysis of the forward search
Johansen, Søren; Nielsen, Bent - 2013
Persistent link: https://www.econbiz.de/10009712562