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The Johansen-Granger representation theorem : a closed-form expression for I(1) processes
Hansen, Peter Reinhard (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528512
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Structural changes in the cointegrated vector autoregressive model
Hansen, Peter Reinhard (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528994
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An unbiased and powerful test for superior predictive ability
Hansen, Peter Reinhard (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576446
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Structural changes in the cointegrated vector autoregressive model
Hansen, Peter Reinhard - In: Journal of econometrics 114 (2003) 2, pp. 261-295
Persistent link: https://www.econbiz.de/10001750809
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Generalized reduced rank regression
Hansen, Peter Reinhard (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657844
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On the estimation of reduced rank regressions
Hansen, Peter Reinhard (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658017
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Granger's representation theorem : a closed-form expression for I(1) processes
Hansen, Peter Reinhard - In: The econometrics journal 8 (2005) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10002686736
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A martingale decomposition of discrete Markov chains
Hansen, Peter Reinhard - 2015
Persistent link: https://www.econbiz.de/10010514601
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A test for superior predictive ability
Hansen, Peter Reinhard - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 365-380
Persistent link: https://www.econbiz.de/10003193404
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Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard; Lunde, Asger; Nason, James Michael - 2003
Persistent link: https://www.econbiz.de/10001831943