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~person:"Bierens, Herman J."
~person:"Johansen, Søren"
~subject:"Cointegration"
~subject:"Method of moments"
~subject:"Time series analysis"
~subject:"Unit root test"
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Bierens, Herman J.
Johansen, Søren
Phillips, Peter C. B.
30
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21
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13
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Boundedness of m-estimators for linear regression in time series
Johansen, Søren
;
Nielsen, Bent
- In:
Econometric theory
35
(
2019
)
3
,
pp. 653-683
Persistent link: https://www.econbiz.de/10012146163
Saved in:
2
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
Saved in:
3
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:
4
Time-varying cointegration
Bierens, Herman J.
;
Martins, Luís Filipe
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1453-1490
Persistent link: https://www.econbiz.de/10008662660
Saved in:
5
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:
6
A note on the paper by H. J. Bierens: "Complex unit roots and business cycles : are they real?"
Díaz-Emparanza, Ignacio
- In:
Econometric theory
20
(
2004
)
3
,
pp. 636-637
Persistent link: https://www.econbiz.de/10002068320
Saved in:
7
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:
8
Complex unit roots and business cycles : are they real?
Bierens, Herman J.
- In:
Econometric theory
17
(
2001
)
5
,
pp. 962-983
Persistent link: https://www.econbiz.de/10001609185
Saved in:
9
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:
10
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
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