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subject:"Estimation theory"
subject:"Prognoseverfahren"
~isPartOf:"Econometric theory"
~person:"Johansen, Søren"
~type:"article"
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Estimation theory
Prognoseverfahren
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Johansen, Søren
Phillips, Peter C. B.
22
Linton, Oliver
20
Lee, Lung-fei
12
Li, Qi
9
Saikkonen, Pentti
9
Andrews, Donald W. K.
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Horváth, Lajos
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Jong, Robert M. de
7
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Otsu, Taisuke
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6
Chambers, Marcus J.
6
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6
Hahn, Jinyong
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Hansen, Bruce E.
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Jansson, Michael
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Su, Liangjun
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5
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Ling, Shiqing
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Magnus, Jan R.
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New directions in macromodelling
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Testing integration and cointegration
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The economic journal : the journal of the Royal Economic Society
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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Boundedness of m-estimators for linear regression in time series
Johansen, Søren
;
Nielsen, Bent
- In:
Econometric theory
35
(
2019
)
3
,
pp. 653-683
Persistent link: https://www.econbiz.de/10012146163
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2
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
Saved in:
3
A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren
;
Lütkepohl, Helmut
- In:
Econometric theory
21
(
2005
)
3
,
pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
Saved in:
4
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
Saved in:
5
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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