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~person:"Johansen, Søren"
~subject:"Purchasing power parity"
~subject:"Robust Statistics"
~subject:"Statistische Methodenlehre"
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Purchasing power parity
Robust Statistics
Statistische Methodenlehre
Zeitreihenanalyse
83
Time series analysis
82
Estimation theory
43
Schätztheorie
43
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37
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Johansen, Søren
Caporale, Guglielmo Maria
20
Härdle, Wolfgang
14
Gil-Alaña, Luis A.
13
Jusélius, Katarina
13
Kapetanios, George
13
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12
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11
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11
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10
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9
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8
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8
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8
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8
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7
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7
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7
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7
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7
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7
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7
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5
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5
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5
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5
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Discussion papers / Department of Economics, University of Copenhagen
3
Econometric reviews
2
CREATES research paper
1
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1
EUI working paper / ECO
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
13
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1
An I(2) cointegration analysis of the purchasing power parity between Australia and the United States
Johansen, Søren
-
1991
Persistent link: https://www.econbiz.de/10000129180
Saved in:
2
Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D.
;
Johansen, Søren
;
Jusélius, Katarina
- In:
The American economic review
98
(
2008
)
2
,
pp. 251-255
Persistent link: https://www.econbiz.de/10003730164
Saved in:
3
Testing hypothesis in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
Johansen, Søren
;
Jusélius, Katarina
;
Frydman, Roman
; …
-
2007
Persistent link: https://www.econbiz.de/10003603881
Saved in:
4
Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003603883
Saved in:
5
Estimating systems of trending variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
Saved in:
6
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:
7
Testing weak exogeneity and the order of cointegration in UK money demand data
Johansen, Søren
- In:
Journal of policy modeling : JPMOD ; a social science …
14
(
1992
)
3
,
pp. 313-334
Persistent link: https://www.econbiz.de/10001125795
Saved in:
8
The role of the constant and linear terms in cointegration analysis of nonstationary variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 205-229
Persistent link: https://www.econbiz.de/10001163113
Saved in:
9
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
10
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
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