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isPartOf:"The review of economic studies"
subject:"Risk"
~isPartOf:"Econometric theory"
~person:"Johansen, Søren"
~subject:"Allgemeines Gleichgewicht"
~subject:"Cointegration"
~subject:"Estimation theory"
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Johansen, Søren
Phillips, Peter C. B.
14
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The review of economic studies
Econometric theory
Discussion papers / Department of Economics, University of Copenhagen
9
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7
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Journal of econometrics
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Queen's Economics Department working paper
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Testing integration and cointegration
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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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2
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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3
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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