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The role of the constant and linear terms in cointegration analysis of nonstationary variables
Johansen, Søren - In: Econometric reviews 13 (1994) 2, pp. 205-229
Persistent link: https://www.econbiz.de/10001163113
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Testing weak exogeneity and the order of cointegration in UK money demand data
Johansen, Søren - In: Journal of policy modeling : JPMOD ; a social science … 14 (1992) 3, pp. 313-334
Persistent link: https://www.econbiz.de/10001125795
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Estimating systems of trending variables
Johansen, Søren - In: Econometric reviews 13 (1994) 3, pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
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Mathematical and statistical modelling of cointegration
Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10013420117
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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
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Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
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Discussion of the forward search : theory and data analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003929159
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Discussion of the forward search : theory and data analysis by Anthony C. Atkinson , Marco Riani and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003943208
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The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019
Persistent link: https://www.econbiz.de/10012177516
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The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019
Persistent link: https://www.econbiz.de/10012063555