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~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Johansen, Søren"
~person:"Sunstein, Cass R."
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Cointegration
6
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Abstract, Exact rational expectations
1
Adjustment coefficients
1
Aktienmarkt
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Asymptotic theory
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Gupta, Rangan
Johansen, Søren
Sunstein, Cass R.
Nielsen, Morten Ørregaard
18
Teräsvirta, Timo
14
Christiansen, Charlotte
12
Andreasen, Martin Møller
9
Christensen, Kim
9
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Ergemen, Yunus Emre
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Kallestrup-Lamb, Malene
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Parra-Alvarez, Juan Carlos
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Podolskij, Mark
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6
Christensen, Bent Jesper
6
Engsted, Tom
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Hillebrand, Eric
6
Rodríguez-Caballero, Carlos Vladimir
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Silvennoinen, Annastiina
6
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Hounyo, Ulrich
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Varneskov, Rasmus Tangsgaard
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Veliyev, Bezirgen
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Violante, Francesco
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Kang, Jian
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Kjærgaard, Søren
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Lunde, Asger
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MacKinnon, James G.
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Møller, Stig Vinther
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4
Pedersen, Thomas Q.
4
Thyrsgaard, Martin
4
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3
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3
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CREATES research paper
The Harvard John M. Olin discussion paper series
90
Department of Economics working paper series
33
International business and economics research journal
16
Working papers / University of Connecticut, Department of Economics
13
Critical concepts in economics
5
Energy economics
5
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4
The South African journal of economics
4
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3
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ECONIS (ZBW)
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1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
2
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
3
Uniform consistency of marked and weighted empirical distributions of residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063993
Saved in:
4
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012316436
Saved in:
5
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
6
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
7
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
8
Testing the CVAR in the fractional CVAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2017
Persistent link: https://www.econbiz.de/10011750373
Saved in:
9
The qualitative expectations hypothesis : model ambiguity, consistent representations of market forecasts, and sentiment
Frydman, Roman
;
Johansen, Søren
;
Rahbek, Anders
;
Nyboe …
-
2017
Persistent link: https://www.econbiz.de/10011706104
Saved in:
10
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
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