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~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~language:"eng"
~subject:"Scientific modelling"
~subject:"Theorie"
~subject:"Welt"
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Search: subject_exact:"Kointegrationsanalyse"
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Cointegration
44
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Johansen, Søren
14
Jusélius, Katarina
5
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2
Nielsen, Morten Ørregaard
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Bohn Nielsen, Heino
1
Ejrnæs, Mette
1
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1
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1
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Discussion papers / Department of Economics, University of Copenhagen
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66
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65
Economics letters
63
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57
International Journal of Energy Economics and Policy : IJEEP
57
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42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
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41
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26
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19
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
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18
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17
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17
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ECONIS (ZBW)
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1
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011865936
Saved in:
2
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524568
Saved in:
3
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418934
Saved in:
4
Optimal hedging with the cointegrated vector autoregressive model
Gatarek, Lukasz
;
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010413752
Saved in:
5
Statistical analysis of global surface air temperature and sea level using cointegration methods
Schmith, Torben
;
Johansen, Søren
;
Thejll, Peter
-
2011
Persistent link: https://www.econbiz.de/10009349111
Saved in:
6
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008663021
Saved in:
7
An invariance property of the common trands under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688532
Saved in:
8
Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10003968607
Saved in:
9
On a numerical and graphical technique for evaluating : some models involving rational expectations
Johansen, Søren
;
Swensen, Anders Rygh
-
2009
Persistent link: https://www.econbiz.de/10003836319
Saved in:
10
The PPP puzzle : what the data tell when allowed to speak freely
Jusélius, Katarina
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003603877
Saved in:
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