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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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Interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
Johansen, Søren - In: Oxford bulletin of economics and statistics 67 (2005) 1, pp. 93-104
Persistent link: https://www.econbiz.de/10002569944
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An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2010
Persistent link: https://www.econbiz.de/10008663021
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A representation theory for a class of vector autoregressive models for fractional processes
Johansen, Søren - In: Econometric theory 24 (2008) 3, pp. 651-676
Persistent link: https://www.econbiz.de/10003894279
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418934
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418999
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Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren - In: Journal of econometrics 158 (2010) 2, pp. 262-273
Persistent link: https://www.econbiz.de/10008839956
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An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2011
Persistent link: https://www.econbiz.de/10008810484
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Representation of cointegrated autoregressive processes with application to fractional processes
Johansen, Søren - In: Econometric reviews 28 (2009) 1/3, pp. 121-145
Persistent link: https://www.econbiz.de/10003800708
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Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571199