//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Identification of the Long-Run...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Cointegration
2
Kointegration
2
VAR model
2
VAR-Modell
2
Estimation theory
1
Induktive Statistik
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Schätztheorie
1
Statistical inference
1
Statistical theory
1
Statistische Methodenlehre
1
Time series analysis
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Undetermined
2
Author
All
Johansen, Søren
5
Nielsen, Morten Ørregaard
2
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Discussion Papers / Økonomisk Institut, Københavns Universitet
678
Discussion papers / Department of Economics, University of Copenhagen
54
CREATES research paper
29
FRU Working Papers
29
CREATES Research Papers
25
Journal of econometrics
17
Blå Memoserie
16
Discussion papers / Institute of Economics, University of Copenhagen
16
Econometric theory
15
EUI working paper / ECO
11
Meddelanden från Svenska Handelshögskolan
10
Econometrics : open access journal
9
Journal of Econometrics
8
Univ. of Copenhagen Dept. of Economics Discussion Paper
8
Econometrics
7
Economics discussion papers
7
Queen's Economics Department Working Paper
7
Queen's Economics Department working paper
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
6
Advanced texts in econometrics
5
Scandinavian journal of statistics : SJS ; theory and applications
5
Department of Economics discussion paper series / University of Oxford
4
Econometric Theory
4
Econometric reviews
4
Economics Papers / Economics Group, Nuffield College, University of Oxford
4
International journal of production economics
4
Oxford Bulletin of Economics and Statistics
4
The econometrics journal
4
Working Papers / Economics Department, Queen's University
4
Econometrics Journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of Time Series Analysis
3
Contemporary Economics
2
Discussion Papers
2
Discussion Papers / Statistisk Sentralbyrå, Government of Norway
2
ECB Working Paper
2
Econometric techniques and macroeconomics
2
Economic modelling
2
more ...
less ...
Source
All
ECONIS (ZBW)
3
OLC EcoSci
2
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2667-2732
Persistent link: https://www.econbiz.de/10009689454
Saved in:
2
A small sample correction for the test of cointegrating rank in the vector autoregressive model
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 1929-1961
Persistent link: https://www.econbiz.de/10001702250
Saved in:
3
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
Saved in:
4
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2667-2732
Persistent link: https://www.econbiz.de/10010046688
Saved in:
5
A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 1929-1962
Persistent link: https://www.econbiz.de/10006766584
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->