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Econometric theory
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A note on the power of bootstrap unit root tests
Swensen, Anders Rygh
- In:
Econometric theory
19
(
2003
)
1
,
pp. 32-48
Persistent link: https://www.econbiz.de/10001728172
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A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
Swensen, Anders Rygh
- In:
Econometric theory
19
(
2003
)
1
,
pp. 32-48
Persistent link: https://www.econbiz.de/10006970550
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3
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
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A representation of vector autoregressive processes integrated of order 2
Johansen, Søren
- In:
Econometric theory
8
(
1992
)
2
,
pp. 188-202
Persistent link: https://www.econbiz.de/10001128737
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A statistical analysis of cointegration for I(2) variables
Johansen, Søren
- In:
Econometric theory
11
(
1995
)
1
,
pp. 25-59
Persistent link: https://www.econbiz.de/10001176355
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A representation theory for a class of vector autoregressive models for fractional processes
Johansen, Søren
- In:
Econometric theory
24
(
2008
)
3
,
pp. 651-676
Persistent link: https://www.econbiz.de/10003894279
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7
A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES
Johansen, SØren
- In:
Econometric theory
24
(
2008
)
3
,
pp. 651-676
Persistent link: https://www.econbiz.de/10007992759
Saved in:
8
A Statistical Analysis of Cointegration for I(2) Variables
Johansen, Søren
- In:
Econometric theory
11
(
1995
)
1
,
pp. 25-59
Persistent link: https://www.econbiz.de/10007009230
Saved in:
9
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/10006981612
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10
A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM
Johansen, Søren
;
Ørregaard Nielsen, Morten
- In:
Econometric theory
28
(
2011
)
3
,
pp. 671-680
Persistent link: https://www.econbiz.de/10009968679
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