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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
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Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren - In: Journal of econometrics 158 (2010) 2, pp. 262-273
Persistent link: https://www.econbiz.de/10008839956
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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
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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
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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
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Likelihood analysis of seasonal cointegration
Johansen, Søren - In: Journal of econometrics 88 (1999) 2, pp. 301-339
Persistent link: https://www.econbiz.de/10001252782