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~person:"Johansen, Søren"
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Johansen, Søren
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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
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:
5
Model discovery and Trygve Haavelmo's legacy
Hendry, David F.
;
Johansen, Søren
- In:
Econometric theory
31
(
2015
)
1
,
pp. 93-114
Persistent link: https://www.econbiz.de/10010532109
Saved in:
6
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:
7
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:
8
A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM
Johansen, Søren
;
Ørregaard Nielsen, Morten
- In:
Econometric Theory
28
(
2012
)
03
,
pp. 671-679
for more general fractional processes. Davidson and de Jong (2000, <italic>
Econometric
Theory
</italic> 16, 643 …
Persistent link: https://www.econbiz.de/10011067405
Saved in:
9
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:
10
A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM
Johansen, Søren
;
Ørregaard Nielsen, Morten
- In:
Econometric theory
28
(
2011
)
3
,
pp. 671-680
Persistent link: https://www.econbiz.de/10009968679
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