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~isPartOf:"Applied economics"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"NBER working paper series"
~isPartOf:"Post-Print / HAL"
~person:"Johansen, Søren"
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Johansen, Søren
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Applied economics
CREATES research paper
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The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009660743
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2
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
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3
Optimal hedging with the Vector Autoregressive model
Gatarek, Lukasz
;
Johansen, Søren
-
2014
hedge ratio should overweight the cointegration parameters rather then short-run correlation
information
. In the innite …
Persistent link: https://www.econbiz.de/10010244526
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4
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
5
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Gatarek, Lukasz
-
2014
Persistent link: https://www.econbiz.de/10010418991
Saved in:
6
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
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