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An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2011
Persistent link: https://www.econbiz.de/10008810484
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418999
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On a numerical and graphical technique for evaluating some models involving rational expectations
Johansen, Søren; Swensen, Anders Rygh - 2009
Persistent link: https://www.econbiz.de/10003849547
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A necessary moment condition for the fractional functional central limit theorem
Ørregaard Nielsen, Morten; Johansen, Søren - 2010
Persistent link: https://www.econbiz.de/10008688581
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Discussion of the forward search : theory and data analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003929159
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Likelihood inference for a fractionally conitegrated vector autoregressive model
Johansen, Søren; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10003968441
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Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren; Nielsen, Bent - 2011
Persistent link: https://www.econbiz.de/10009377349
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Statistical analysis of global surface air temperature and sea level using cointegration methods
Schmith, Torben; Johansen, Søren; Thejll, Peter - 2011
Persistent link: https://www.econbiz.de/10009377358
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Data revisions and the statistical relation of global mean sea-level and temperature
Hillebrand, Eric; Johansen, Søren; Schmith, Torben - 2015
Persistent link: https://www.econbiz.de/10010529452