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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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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
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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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The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren - 2001
Persistent link: https://www.econbiz.de/10001582517
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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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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
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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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A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren - In: Journal of econometrics 111 (2002) 2, pp. 195-221
Persistent link: https://www.econbiz.de/10001715741
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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