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subject:"Statistical theory"
type:"article"
~person:"Johansen, Søren"
~subject:"Time series analysis"
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23
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Johansen, Søren
Phillips, Peter C. B.
30
Leybourne, Stephen James
18
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17
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16
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16
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11
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11
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11
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10
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10
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10
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10
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10
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10
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10
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10
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10
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9
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9
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9
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9
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9
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9
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9
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New directions in macromodelling
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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17
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11
Likelihood analysis of seasonal cointegration
Johansen, Søren
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 301-339
Persistent link: https://www.econbiz.de/10001252782
Saved in:
12
Asymptotic inference on cointegrating rank in partial systems
Harbo, Ingrid
;
Johansen, Søren
;
Nielsen, Bent
;
Rahbek, …
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 388-399
Persistent link: https://www.econbiz.de/10001251806
Saved in:
13
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:
14
Estimating systems of trending variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
Saved in:
15
Testing weak exogeneity and the order of cointegration in UK money demand data
Johansen, Søren
- In:
Journal of policy modeling : JPMOD ; a social science …
14
(
1992
)
3
,
pp. 313-334
Persistent link: https://www.econbiz.de/10001125795
Saved in:
16
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
Saved in:
17
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
Saved in:
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