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person:"Kapetanios, George"
~isPartOf:"CREATES research paper"
~person:"Johansen, Søren"
~subject:"Modellierung"
~type_genre:"Non-commercial literature"
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CREATES research paper
Discussion papers / Department of Economics, University of Copenhagen
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Times series : cointegration
Johansen, Søren
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2014
Persistent link: https://www.econbiz.de/10010418999
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The selection of ARIMA models with or without regressors
Johansen, Søren
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Riani, Marco
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Atkinson, Anthony C.
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2012
Persistent link: https://www.econbiz.de/10009660743
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The role of initial values in nonstationary fractional time series models
Johansen, Søren
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Nielsen, Morten Ørregaard
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2012
Persistent link: https://www.econbiz.de/10009667400
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