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The Analysis of Nonstationary...
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Time series analysis
Theorie
101
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98
Zeitreihenanalyse
97
Cointegration
81
Kointegration
79
Schätztheorie
73
Estimation theory
72
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55
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53
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33
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32
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29
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likelihood inference
26
cointegration
25
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16
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vector autoregressive model
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8
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Johansen, Søren
95
Nielsen, Bent
19
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17
Jusélius, Katarina
8
Berenguer-Rico, Vanessa
4
Franchi, Massimo
3
Hillebrand, Eric
3
Hoover, Kevin D.
3
Lange, Theis
3
Schaumburg, Ernst
3
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3
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2
Frydman, Roman
2
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2
Mosconi, Rocco
2
Nyboe Tabor, Morten
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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Discussion papers / Department of Economics, University of Copenhagen
24
CREATES research paper
16
Econometric theory
8
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6
Econometrics : open access journal
5
Queen's Economics Department working paper
5
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4
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3
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2
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1
Department of Economics discussion paper series / University of Oxford
1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
1
Journal of economic dynamics & control
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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1
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1
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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Mathematical and statistical modelling of cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000974037
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2
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
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3
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
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4
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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5
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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6
A representation of vector autoregressive processes integrated of order 2
Johansen, Søren
- In:
Econometric theory
8
(
1992
)
2
,
pp. 188-202
Persistent link: https://www.econbiz.de/10001128737
Saved in:
7
Statistical analysis of some nonstationary time series
Johansen, Søren
- In:
Econometrics and economic theory in the 20th century : …
,
(pp. 433-457)
.
1998
Persistent link: https://www.econbiz.de/10001548946
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8
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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9
A statistical analysis of cointegration for I(2) variables
Johansen, Søren
- In:
Econometric theory
11
(
1995
)
1
,
pp. 25-59
Persistent link: https://www.econbiz.de/10001176355
Saved in:
10
An I(2) cointegration analysis of the purchasing power parity between Australia and the United States
Johansen, Søren
-
1991
Persistent link: https://www.econbiz.de/10000129180
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