Narrow search
Showing 1 - 6 of 6
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
Johansen, Søren; Ørregaard Nielsen, Morten - In: Econometric theory 28 (2012) 3, pp. 671-679
Persistent link: https://www.econbiz.de/10009545803
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
Spectral analysis for bivariate time series with long memory
Hidalgo, Javier - In: Econometric theory 12 (1996) 5, pp. 773-792
Persistent link: https://www.econbiz.de/10001214301
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
Cover Image
A test for weak stationarity in the spectral domain
Hidalgo, Javier; Souza, Pedro C. L. - In: Econometric theory 35 (2019) 3, pp. 547-600
Persistent link: https://www.econbiz.de/10012146156