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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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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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Statistical analysis of hypothesis on the cointegrating relations in the I(2) model
Johansen, Søren - In: Journal of econometrics 132 (2006) 1, pp. 81-115
Persistent link: https://www.econbiz.de/10003320246
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An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren; Nielsen, Bent - 2008
Persistent link: https://www.econbiz.de/10003807422
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Exact rational expectations, cointegration, and reduced rank regression
Johansen, Søren (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003586055
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An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren (contributor); Nielsen, Bent (contributor) - 2008
Persistent link: https://www.econbiz.de/10003631872
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An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren; Nielsen, Bent - In: The methodology and practice of econometrics : a …, (pp. 1-36). 2009
Persistent link: https://www.econbiz.de/10003857820