Narrow search
Showing 1 - 10 of 24
Cover Image
An econometric analysis of some models for constructed binary time series
Harding, Don (contributor); Pagan, Adrian R. (contributor) - 2009
Persistent link: https://www.econbiz.de/10003810439
Cover Image
Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571199
Cover Image
Correlation, regression, and cointegration of nonstationary economic time series
Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571206
Cover Image
Selecting a regression saturated by indicators
Hendry, David F. (contributor); Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571217
Cover Image
Likelihood inference for a nonstationary fractional autoregressive model
Johansen, Søren (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003571225
Cover Image
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders; Bohn Nielsen, Heino - 2012
Persistent link: https://www.econbiz.de/10009545958
Cover Image
Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit; Wong, Benjamin - 2014
Persistent link: https://www.econbiz.de/10011341994
Cover Image
The role of initial values in nonstationary fractional time series models
Johansen, Søren; Nielsen, Morten Ørregaard - 2012
Persistent link: https://www.econbiz.de/10009667306
Cover Image
The selection of ARIMA models with or without regressors
Johansen, Søren; Riani, Marco; Atkinson, Anthony C. - 2012
Persistent link: https://www.econbiz.de/10009667308
Cover Image
Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009786985