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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"EUI working paper / ECO"
~person:"Johansen, Søren"
~person:"Lanne, Markku"
~type_genre:"Aufsatzsammlung"
~type_genre:"Handbook"
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Theorie
7
Theory
7
Cointegration
5
Kointegration
5
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
3
Autocorrelation
2
Autokorrelation
2
Estimation theory
2
Schätztheorie
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1996-1999
1
Estimation
1
Geldpolitisches Ziel
1
Inflation targeting
1
Inflationssteuerung
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Johansen, Søren
Lanne, Markku
Maravall Herrero, Agustín
14
Waldmann, Robert
10
Phlips, Louis
8
Banerjee, Anindya
7
Gómez, Víctor
7
Hammond, Peter J.
7
Gallo, Giampiero M.
6
Salmon, Mark H.
6
Marcellino, Massimiliano
5
Martin, Stephen
5
Mizon, Grayham E.
5
Ottaviano, Gianmarco I. P.
5
Rehme, Günther
5
Dustmann, Christian
4
Ehrbeck, Tilman
4
Marimon, Ramon
4
Monfardini, Chiara
4
Pelloni, Alessandra
4
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3
Battigalli, Pierpaolo
3
Canova, Fabio
3
Critchley, Frank
3
Farmer, Roger E. A.
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3
Hendry, David F.
3
Hinloopen, Jeroen
3
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Hörnig, Steffen
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Kirman, Alan P.
3
Marriott, Paul
3
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3
Pettini, Anna
3
Russell, Bill
3
Suvakovic Olgin, Djordje
3
Ubide, Angel
3
Verner, Dorte
3
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EUI working paper / ECO
Discussion papers / Department of Economics, University of Copenhagen
17
CREATES research paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
EUI working paper
7
Discussion papers of interdisciplinary research project 373
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
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4
Bank of Finland research discussion papers
3
Economics discussion papers
3
CESifo working papers
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Discussion papers / Institute of Economics, University of Copenhagen
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Queen's Economics Department working paper
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Advanced texts in econometrics
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Workbook on cointegration
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ECONIS (ZBW)
7
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1
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren
-
2001
Persistent link: https://www.econbiz.de/10001582517
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2
Controlling inflation in a cointegrated vector autoregressive model with an application to US data
Johansen, Søren
;
Jusélius, Katarina
-
2001
Persistent link: https://www.econbiz.de/10001582520
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3
A small sample correction of the test for cointegrating rank in the vector autoregressive model
Johansen, Søren
-
2000
Persistent link: https://www.econbiz.de/10001541067
Saved in:
4
A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389411
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5
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389415
Saved in:
6
Mathematical and statistical modelling of cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000974037
Saved in:
7
Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000974051
Saved in:
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