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Theorie
Theory
99
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97
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95
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81
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79
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73
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72
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55
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33
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102
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Johansen, Søren
102
Nielsen, Bent
14
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11
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11
Rahbek, Anders
9
Frydman, Roman
8
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5
Tabor, Morten
5
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3
Hoover, Kevin D.
3
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3
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2
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2
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2
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2
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2
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1
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17
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10
Econometric theory
5
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5
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4
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3
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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3
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3
Oxford bulletin of economics and statistics
3
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3
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2
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2
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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The Knightian Uncertainty Hypothesis : unforeseeable change and Muth’s consistency constraint in modeling aggregate outcomes
Frydman, Roman
;
Johansen, Søren
;
Rahbek, Anders
; …
-
2019
Persistent link: https://www.econbiz.de/10011992501
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2
The qualitative expectations hypothesis : model ambiguity, consistent representations of market forecasts, and sentiment
Frydman, Roman
;
Johansen, Søren
;
Rahbek, Anders
;
Nyboe …
-
2017
Persistent link: https://www.econbiz.de/10011706104
Saved in:
3
The qualitative expectations hypothesis : model ambiguity, consistent representations of market forecasts, and sentiment
Frydman, Roman
;
Johansen, Søren
;
Rahbek, Anders
;
Nyboe …
-
2017
Persistent link: https://www.econbiz.de/10011707436
Saved in:
4
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
- In:
Econometric theory
16
(
2000
)
5
,
pp. 740-778
Persistent link: https://www.econbiz.de/10001533173
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5
Modelling of cointegration in the vector autoregressive model
Johansen, Søren
- In:
Economic modelling
17
(
2000
)
3
,
pp. 359-373
Persistent link: https://www.econbiz.de/10001496609
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6
Mathematical and statistical modelling of cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000974037
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7
Likelihood-based inference for cointegration of some nonstationary time series
Johansen, Søren
- In:
Time series models : in econometrics, finance and other …
,
(pp. 69-100)
.
1996
Persistent link: https://www.econbiz.de/10001319936
Saved in:
8
Statistical analysis of cointegration vectors
Johansen, Søren
- In:
Journal of economic dynamics & control
12
(
1988
)
2
,
pp. 199-607
Persistent link: https://www.econbiz.de/10001269093
Saved in:
9
A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389411
Saved in:
10
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389415
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