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Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate

Johansen, Søren; Jusélius, Katarina; Frydman, Roman; … - In: Journal of econometrics 158 (2010) 1, pp. 117-129

Persistent link: https://www.econbiz.de/10008826871

Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression

Hoover, Kevin D.; Johansen, Søren; Jusélius, Katarina - In: The American economic review 98 (2008) 2, pp. 251-255

Persistent link: https://www.econbiz.de/10003730164

Testing hypothesis in an I(2) model with applications to the persistent long swings in the Dmk/$ rate

Johansen, Søren; Jusélius, Katarina; Frydman, Roman; … - 2007

Persistent link: https://www.econbiz.de/10003603881

Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression

Hoover, Kevin D. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003603883

Allowing the Data to Speak Freely : The Macroeconometrics of the Cointegrated Vector Autoregression

Hoover, Kevin D. - 2008

An explication of the key ideas behind the Cointegrated Vector Autoregression Approach. The CVAR approach is related to Haavelmo's famous quot;Probability Approach in Econometricsquot; (1944). It insists on careful stochastic specification as a necessary groundwork for econometric inference and...

Persistent link: https://www.econbiz.de/10012726093