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~person:"Johansen, Søren"
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Search: subject_exact:"Vector error correction model"
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Cointegration
70
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70
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41
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41
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24
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23
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Johansen, Søren
Caporale, Guglielmo Maria
164
Gil-Alaña, Luis A.
135
Narayan, Paresh Kumar
98
Lütkepohl, Helmut
94
Bahmani-Oskooee, Mohsen
86
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79
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77
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67
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66
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59
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59
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57
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57
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50
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49
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47
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44
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43
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42
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42
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41
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40
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39
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38
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38
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38
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36
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36
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35
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34
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34
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31
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29
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29
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29
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28
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28
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28
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28
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20
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6
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6
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3
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ECONIS (ZBW)
70
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51
Interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
Johansen, Søren
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
1
,
pp. 93-104
Persistent link: https://www.econbiz.de/10002569944
Saved in:
52
Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem
;
Schuermann, Til
;
Weiner, Scott M.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
2
,
pp. 129-181
Persistent link: https://www.econbiz.de/10002037011
Saved in:
53
More on testing exact rational expectations in cointegrated vector autoregressive models : restricted constant and linear term
Johansen, Søren
;
Swensen, Anders Rygh
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 389-397
Persistent link: https://www.econbiz.de/10002463476
Saved in:
54
A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 195-221
Persistent link: https://www.econbiz.de/10001715741
Saved in:
55
A small sample correction for the test of cointegrating rank in the vector autoregressive model
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 1929-1961
Persistent link: https://www.econbiz.de/10001702250
Saved in:
56
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren
-
2001
Persistent link: https://www.econbiz.de/10001582517
Saved in:
57
Controlling inflation in a cointegrated vector autoregressive model with an application to US data
Johansen, Søren
;
Jusélius, Katarina
-
2001
Persistent link: https://www.econbiz.de/10001582520
Saved in:
58
Controlling inflation in a cointegrated vector autoregressive model with an application to U.S. data
Johansen, Søren
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001592931
Saved in:
59
A small sample correction of the test for cointegrating rank in the vector autoregressive model
Johansen, Søren
-
2000
Persistent link: https://www.econbiz.de/10001541067
Saved in:
60
Cointegration analysis in the presence of structural breaks in the deterministic trend
Johansen, Søren
;
Mosconi, Rocco
;
Nielsen, Bent
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 216-249
Persistent link: https://www.econbiz.de/10001546189
Saved in:
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