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person:"Zadrozny, Peter A."
~isPartOf:"Discussion papers / Institute of Economics, University of Copenhagen"
~person:"Johansen, Søren"
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Estimation theory
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Zadrozny, Peter A.
Johansen, Søren
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Discussion papers / Institute of Economics, University of Copenhagen
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Recursive estimation in cointegrated VAR-models
Hansen, Henrik
;
Johansen, Søren
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1992
Persistent link: https://www.econbiz.de/10000851441
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The full information maximum likelihood procedure for inference on cointegration : with applications
Johansen, Søren
;
Jusélius, Katarina
-
1989
Persistent link: https://www.econbiz.de/10000760157
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Hypothesis testing for cointegration vectors : with an application to the demand for money in Denmark and Finland
Johansen, Søren
;
Jusélius, Katarina
-
1988
Persistent link: https://www.econbiz.de/10000754803
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