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Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration
Nielsen, Morten Ørregaard; Frederiksen, Per - In: Econometric reviews 24 (2005) 4, pp. 405-443
Persistent link: https://www.econbiz.de/10003242862
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The role of the constant and linear terms in cointegration analysis of nonstationary variables
Johansen, Søren - In: Econometric reviews 13 (1994) 2, pp. 205-229
Persistent link: https://www.econbiz.de/10001163113
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Estimating systems of trending variables
Johansen, Søren - In: Econometric reviews 13 (1994) 3, pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
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Representation of cointegrated autoregressive processes with application to fractional processes
Johansen, Søren - In: Econometric reviews 28 (2009) 1/3, pp. 121-145
Persistent link: https://www.econbiz.de/10003800708
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Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration
Nielsen, Morten; Frederiksen, Per - In: Econometric reviews 24 (2005) 4, pp. 405-444
Persistent link: https://www.econbiz.de/10006873700
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Book Reviews - Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Nymoen, R.; Johansen, S. - In: Econometric reviews 17 (1998) 4, pp. 431
Persistent link: https://www.econbiz.de/10006916958
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Reply to Comments on "Estimating Systems of Trending Variables"
Johansen, S. - In: Econometric reviews 13 (1994) 3, pp. 423-428
Persistent link: https://www.econbiz.de/10006945883
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Estimating Systems of Trending Variables
Johansen, S. - In: Econometric reviews 13 (1994) 3, pp. 351-386
Persistent link: https://www.econbiz.de/10006945887
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The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables
Johansen, S. - In: Econometric reviews 13 (1994) 2, pp. 205-230
Persistent link: https://www.econbiz.de/10006945895
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Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes
Johansen, Søren - In: Econometric reviews 28 (2009) 1, pp. 121-145
Persistent link: https://www.econbiz.de/10008160776