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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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Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Johansen, Søren; Nielsen, Morten Ørregaard - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 6, pp. 2667-2732
Persistent link: https://www.econbiz.de/10010046688
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Likelihood analysis of seasonal cointegration
Johansen, Søren; Schaumburg, Ernst - In: Journal of econometrics 88 (1999) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10006786617
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Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
Johansen, Søren - In: Journal of econometrics 69 (1995) 1, pp. 111-132
Persistent link: https://www.econbiz.de/10006797932
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Modelling of cointegration in the vector autoregressive model
Johansen, Søren - In: Economic modelling 17 (2000) 3, pp. 359-374
Persistent link: https://www.econbiz.de/10006286106
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Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model
Johansen, Søren - In: Oxford bulletin of economics and statistics 67 (2005) 1, pp. 93-104
Persistent link: https://www.econbiz.de/10006422892
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Comment - Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
Johansen, Søren - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 169-171
Persistent link: https://www.econbiz.de/10008214771
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Special Section on Exogeneity, Cointegration, and Economic Policy - Asymptotic Inference on Cointegrating Rank in Partial Systems
Harbo, Ingrid; Johansen, Søren; Nielsen, Bent; Rahbek, … - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 388-399
Persistent link: https://www.econbiz.de/10008218982
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More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term
Johansen, Søren; Swensen, Anders Rygh - In: The econometrics journal 7 (2004) 2, pp. 389-397
Persistent link: https://www.econbiz.de/10007442933
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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