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Cointegration in partial systems and the efficiency of single-equation analysis
Johansen, Soren - In: Journal of Econometrics 52 (1992) 3, pp. 389-402
Persistent link: https://www.econbiz.de/10005052692
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Identification of the long-run and the short-run structure an application to the ISLM model
Johansen, Soren; Juselius, Katarina - In: Journal of Econometrics 63 (1994) 1, pp. 7-36
Persistent link: https://www.econbiz.de/10005052749
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A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Soren - In: Journal of Econometrics 111 (2002) 2, pp. 195-221
Persistent link: https://www.econbiz.de/10005052907
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Likelihood analysis of seasonal cointegration
Johansen, Soren; Schaumburg, Ernst - In: Journal of Econometrics 88 (1998) 2, pp. 301-339
Persistent link: https://www.econbiz.de/10005285848
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Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
Johansen, Soren - In: Journal of Econometrics 69 (1995) 1, pp. 111-132
Persistent link: https://www.econbiz.de/10005239048
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Statistical analysis of hypotheses on the cointegrating relations in the I(2) model
Johansen, Soren - In: Journal of Econometrics 132 (2006) 1, pp. 81-115
Persistent link: https://www.econbiz.de/10005192572
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Testing exact rational expectations in cointegrated vector autoregressive models
Johansen, Soren; Swensen, Anders Rygh - In: Journal of Econometrics 93 (1999) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10005204015