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A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren - 1999
Persistent link: https://www.econbiz.de/10001389411
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A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren - 1999
Persistent link: https://www.econbiz.de/10001389415
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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
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The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren - 2001
Persistent link: https://www.econbiz.de/10001582517
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Mathematical and statistical modelling of cointegration
Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000974037
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Mathematical and statistical modelling of cointegration
Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10013420117
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Controlling inflation in a cointegrated vector autoregressive model with an application to US data
Johansen, Søren; Jusélius, Katarina - 2001
Persistent link: https://www.econbiz.de/10001582520
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Likelihood analysis of seasonal cointegration
Johansen, Søren; Schaumburg, Ernst - 1997
Persistent link: https://www.econbiz.de/10000974039
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Granger's representation theorem and multicointegration
Engsted, Tom; Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000974051
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Granger's representation theorem and multicointegration
Engsted, Tom - 1997
Persistent link: https://www.econbiz.de/10013420118