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Least squares estimation in a simple random coefficient autoregressive model
Johansen, Søren; Lange, Theis - In: Journal of econometrics 177 (2013) 2, pp. 285-288
Persistent link: https://www.econbiz.de/10010255147
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A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren - In: Journal of econometrics 111 (2002) 2, pp. 195-221
Persistent link: https://www.econbiz.de/10001715741
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Statistical analysis of hypothesis on the cointegrating relations in the I(2) model
Johansen, Søren - In: Journal of econometrics 132 (2006) 1, pp. 81-115
Persistent link: https://www.econbiz.de/10003320246
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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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Structure and dynamics in econometrics
Kiviet, Jan F. (contributor); Johansen, Søren (contributor) - In: Journal of econometrics 63,1 : Annals of econometrics (1994)
Persistent link: https://www.econbiz.de/10004190576
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A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren - In: Journal of econometrics 111 (2002) 2, pp. 195-222
Persistent link: https://www.econbiz.de/10006766562
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Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren - In: Journal of econometrics 158 (2010) 2, pp. 262-274
Persistent link: https://www.econbiz.de/10008455146
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Likelihood analysis of seasonal cointegration
Johansen, Søren; Schaumburg, Ernst - In: Journal of econometrics 88 (1999) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10006786617
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Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
Johansen, Søren - In: Journal of econometrics 69 (1995) 1, pp. 111-132
Persistent link: https://www.econbiz.de/10006797932
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Statistical analysis of hypotheses on the cointegrating relations in the model
Johansen, Søren - In: Journal of econometrics 132 (2006) 1, pp. 81-116
Persistent link: https://www.econbiz.de/10007259642