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~person:"Johansen, Søren"
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Johansen, Søren
Caporale, Guglielmo Maria
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Gil-Alaña, Luis A.
389
Koopman, Siem Jan
250
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247
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235
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103
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Diebold, Francis X.
101
Harvey, Andrew C.
101
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97
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96
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94
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93
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92
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92
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81
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80
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79
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79
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ECONIS (ZBW)
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EconStor
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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:
2
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:
3
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:
4
Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000959732
Saved in:
5
Recursive estimation in cointegrated VAR-models
Hansen, Henrik
;
Johansen, Søren
-
1992
Persistent link: https://www.econbiz.de/10000851441
Saved in:
6
Mathematical and statistical modelling of cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000974037
Saved in:
7
Likelihood analysis of seasonal cointegration
Johansen, Søren
;
Schaumburg, Ernst
-
1997
Persistent link: https://www.econbiz.de/10000974039
Saved in:
8
Likelihood-based inference in cointegrated vector autoregressive models
Johansen, Søren
-
1995
Persistent link: https://www.econbiz.de/10000914722
Saved in:
9
Likelihood-based inference for cointegration of some nonstationary time series
Johansen, Søren
- In:
Time series models : in econometrics, finance and other …
,
(pp. 69-100)
.
1996
Persistent link: https://www.econbiz.de/10001319936
Saved in:
10
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
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