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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren; Nielsen, Bent - 2016
Persistent link: https://www.econbiz.de/10011524568
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Constrained optimization approaches to estimation of structural models : comment
Iskhakov, Fedor; Lee, Jinhyuk; Rust, John; Schjerning, … - 2015
Persistent link: https://www.econbiz.de/10010501993
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Euler equation estimation : children and credit constraints
Jørgensen, Thomas H. - 2014
Persistent link: https://www.econbiz.de/10010418933
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418934
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Time to reject the privileging of economic theory over empirical evidence? : a reply to Lawson (2009)
Jusélius, Katarina - 2009
Persistent link: https://www.econbiz.de/10003872229
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The role of initial values in nonstationary fractional time series models
Johansen, Søren; Nielsen, Morten Ørregaard - 2012
Persistent link: https://www.econbiz.de/10009667306
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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/10009667308
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Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders; Bohn Nielsen, Heino - 2012
Persistent link: https://www.econbiz.de/10009545958
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Experiments, passive observation and scenario analysis : Trygve Haavelmo and the cointegrated vector autoregression
Hoover, Kevin D.; Jusélius, Katarina - 2012
Persistent link: https://www.econbiz.de/10009657486
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The properties of model selection when retaining theory variables
Hendry, David F.; Johansen, Søren - 2011
Persistent link: https://www.econbiz.de/10009349120