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person:"Zadrozny, Peter A."
~isPartOf:"CREATES research paper"
~person:"Johansen, Søren"
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Search: subject_exact:"Estimation theory"
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Estimation theory
10
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10
Time series analysis
7
Zeitreihenanalyse
7
Cointegration
4
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4
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2
Robustes Verfahren
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Zadrozny, Peter A.
Johansen, Søren
Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
Kristensen, Dennis
8
Podolskij, Mark
7
Cattaneo, Matias D.
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Hillebrand, Eric
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Lunde, Asger
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MacKinnon, James G.
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Rahbek, Anders
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Santucci de Magistris, Paolo
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Silvennoinen, Annastiina
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Taylor, Robert
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Bennedsen, Mikkel
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Cavaliere, Giuseppe
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Crump, Richard K.
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Kanaya, Shin
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Kock, Anders Bredahl
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Parra-Alvarez, Juan Carlos
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Posch, Olaf
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2
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CREATES research paper
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ECONIS (ZBW)
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1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
2
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
3
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012316436
Saved in:
4
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
5
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
6
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
7
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
Saved in:
8
Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009377349
Saved in:
9
The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008669923
Saved in:
10
An invariance property of the common trends under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008699006
Saved in:
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