Narrow search
Showing 1 - 9 of 9
Cover Image
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
Cover Image
A necessary moment condition for the fractional functional central limit theorem
Ørregaard Nielsen, Morten; Johansen, Søren - 2010
Persistent link: https://www.econbiz.de/10008688581
Cover Image
An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2011
Persistent link: https://www.econbiz.de/10008810484
Cover Image
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren; Lange, Theis - 2011
Persistent link: https://www.econbiz.de/10009006830
Cover Image
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
Cover Image
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren; Nielsen, Bent - 2016
Persistent link: https://www.econbiz.de/10011524093
Cover Image
Outlier detection algorithms for least squares time series regression
Johansen, Søren; Nielsen, Bent - 2014
Persistent link: https://www.econbiz.de/10010418994
Cover Image
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
Cover Image
A representation of vector autoregressive processes integrated of order 2
Johansen, Søren - In: Econometric theory 8 (1992) 2, pp. 188-202
Persistent link: https://www.econbiz.de/10001128737