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~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Econometric theory"
~person:"Johansen, Søren"
~subject:"Cointegration"
~subject:"OECD-Staaten"
~subject:"Schock"
~subject:"Theory"
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Cointegration
OECD-Staaten
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Theory
Time series analysis
6
Zeitreihenanalyse
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Estimation theory
5
Schätztheorie
5
Theorie
5
Kointegration
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Johansen, Søren
Phillips, Peter C. B.
24
Saikkonen, Pentti
13
Caporale, Guglielmo Maria
12
Linton, Oliver
10
Pesaran, M. Hashem
10
Lütkepohl, Helmut
9
Gil-Alana, Luis A.
8
Jong, Robert M. de
8
Chambers, Marcus J.
7
Lee, Lung-fei
7
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7
Park, Joon Y.
7
Andrews, Donald W. K.
6
Florens, Jean-Pierre
6
Hong, Yongmiao
6
Perron, Pierre
6
Pötscher, Benedikt M.
6
Wang, Qiying
6
White, Halbert
6
Knight, John L.
5
Li, Qi
5
Newey, Whitney K.
5
Robinson, Peter M.
5
Wooldridge, Jeffrey M.
5
Xiao, Zhijie
5
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4
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4
Cheung, Yin-Wong
4
Choi, In
4
Davidson, James E. H.
4
Fan, Yanqin
4
Grégoir, Stéphane
4
Han, Chirok
4
Hidalgo, Javier
4
Moon, Hyungsik Roger
4
Nabeya, Seiji
4
Rahbek, Anders
4
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4
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4
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CESifo Working Paper Series
Econometric theory
Discussion papers / Department of Economics, University of Copenhagen
21
CREATES research paper
12
EUI working paper / ECO
7
Journal of econometrics
5
Discussion papers / Institute of Economics, University of Copenhagen
4
Econometrics : open access journal
3
Queen's Economics Department working paper
3
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
Advanced texts in econometrics
1
Contemporary economics
1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
1
Economic time series with random walk and other nonstationary components
1
Economics discussion papers
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Testing integration and cointegration
1
The American economic review
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
6
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1
A necessary moment condition for the fractional functional central limit theorem
Johansen, Søren
;
Ørregaard Nielsen, Morten
- In:
Econometric theory
28
(
2012
)
3
,
pp. 671-679
Persistent link: https://www.econbiz.de/10009545803
Saved in:
2
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:
3
A representation theory for a class of vector autoregressive models for fractional processes
Johansen, Søren
- In:
Econometric theory
24
(
2008
)
3
,
pp. 651-676
Persistent link: https://www.econbiz.de/10003894279
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
Saved in:
6
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
- In:
Econometric theory
16
(
2000
)
5
,
pp. 740-778
Persistent link: https://www.econbiz.de/10001533173
Saved in:
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