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Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren; Lange, Theis - 2011
Persistent link: https://www.econbiz.de/10009006788
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418934
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Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren - 2018
Persistent link: https://www.econbiz.de/10011865955
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An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2010
Persistent link: https://www.econbiz.de/10008663021
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Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571199
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Correlation, regression, and cointegration of nonstationary economic time series
Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571206
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Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren; Nielsen, Bent - 2016
Persistent link: https://www.econbiz.de/10011524565
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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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The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019
Persistent link: https://www.econbiz.de/10012099330