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Some tests for parameter constancy in cointegrated VAR-models
Hansen, Henrik
;
Johansen, Søren
- In:
The econometrics journal
2
(
1999
)
2
,
pp. 306-333
Persistent link: https://www.econbiz.de/10001515457
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Cointegration analysis in the presence of structural breaks in the deterministic trend
Johansen, Søren
;
Mosconi, Rocco
;
Nielsen, Bent
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 216-249
Persistent link: https://www.econbiz.de/10001546189
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3
More on testing exact rational expectations in cointegrated vector autoregressive models : restricted constant and linear term
Johansen, Søren
;
Swensen, Anders Rygh
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 389-397
Persistent link: https://www.econbiz.de/10002463476
Saved in:
4
More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term
Johansen, Søren
;
Swensen, Anders Rygh
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 389-397
Persistent link: https://www.econbiz.de/10007442933
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