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Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743444
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Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino - In: The econometrics journal 7 (2004) 1, pp. 249-271
Persistent link: https://www.econbiz.de/10002122086
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UK money demand 1873 - 2001 : a cointegrated VAR analysis with additive data corrections
Bohn Nielsen, Heino (contributor) - 2004
Persistent link: https://www.econbiz.de/10002378867
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Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Bohn Nielsen, Heino - In: The econometrics journal 11 (2008) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10003648607
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UK money demand 1873-2001 : a long-run time series analysis and event study
Bohn Nielsen, Heino - In: Cliometrica : journal of historical economics and … 1 (2007) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10003511446
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Trend-stationarity in the I(2) cointegration model
Jørgensen, Clara M. D. - 1996
Persistent link: https://www.econbiz.de/10000952100
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Trend stationarity in the I(2) cointegration model
Rahbek, Anders; Kongsted, Hans Christian; Jørgensen, … - In: Journal of econometrics 90 (1999) 2, pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
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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/10001251806