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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
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Granger's representation theorem and multicointegration
Engsted, Tom; Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000959732
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Recursive estimation in cointegrated VAR-models
Hansen, Henrik; Johansen, Søren - 1992
Persistent link: https://www.econbiz.de/10000851441
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Likelihood analysis of seasonal cointegration
Johansen, Søren; Schaumburg, Ernst - 1997
Persistent link: https://www.econbiz.de/10000974039
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Granger's representation theorem and multicointegration
Engsted, Tom; Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000974051
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Likelihood-based inference in cointegrated vector autoregressive models
Johansen, Søren - 1995
Persistent link: https://www.econbiz.de/10000914722
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Hypothesis testing for cointegration vectors : with an application to the demand for money in Denmark and Finland
Johansen, Søren; Jusélius, Katarina - 1988
Persistent link: https://www.econbiz.de/10000754803
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The full information maximum likelihood procedure for inference on cointegration : with applications
Johansen, Søren; Jusélius, Katarina - 1989
Persistent link: https://www.econbiz.de/10000760157
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Determination of cointegration rank in the presence of a linear trend
Johansen, Søren - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 383-397
Persistent link: https://www.econbiz.de/10001330268
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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