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~person:"Johansen, Søren"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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84
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82
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81
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58
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51
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Johansen, Søren
Gil-Alaña, Luis A.
335
Caporale, Guglielmo Maria
276
Phillips, Peter C. B.
237
Koopman, Siem Jan
235
Franses, Philip Hans
221
McAleer, Michael
142
Gao, Jiti
134
Teräsvirta, Timo
133
Kapetanios, George
122
Lütkepohl, Helmut
122
Sibbertsen, Philipp
119
Gupta, Rangan
113
Pesaran, M. Hashem
110
Koop, Gary
103
Harvey, Andrew C.
100
Hyndman, Rob J.
92
Kunst, Robert M.
90
Lucas, André
89
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Marcellino, Massimiliano
85
Härdle, Wolfgang
84
Swanson, Norman R.
83
Perron, Pierre
82
Hendry, David F.
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Hassler, Uwe
76
Mills, Terence C.
73
Proietti, Tommaso
73
Granger, C. W. J.
72
Dijk, Dick van
71
Nielsen, Morten Ørregaard
70
Robinson, Peter M.
67
Maravall Herrero, Agustín
66
Ravazzolo, Francesco
66
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63
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62
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Discussion papers / Department of Economics, University of Copenhagen
23
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15
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5
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ECONIS (ZBW)
83
EconStor
2
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1
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
Saved in:
2
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008663021
Saved in:
3
The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008663023
Saved in:
4
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
Saved in:
5
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
Saved in:
6
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418934
Saved in:
7
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
Saved in:
8
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009660743
Saved in:
9
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667306
Saved in:
10
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009667308
Saved in:
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