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1
Dynamic specification of an aggregate demand model for nondurables
Juselius, Katarina
-
1980
Persistent link: https://www.econbiz.de/10002150912
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2
Finite sample prediction of stationary and non-invertible ARMA-processes : a comparison of the CSS-technique (conditional sum of squares) and Kalman filtering
Juselius, Katarina
-
1979
Persistent link: https://www.econbiz.de/10002150989
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3
On specification of dynamic regression models when seasonality is present
Juselius, Katarina
- In:
Vetenskap och företagsledning
,
(pp. 269-292)
.
1982
Persistent link: https://www.econbiz.de/10002151028
Saved in:
4
Dynamic specification of an aggregate demand model for nondurables : [Svenska Handelshögskolan] ; Swedish School of Economics and Business Administration ; Forskningsinstitutet vid...
Juselius, Katarina
-
1980
Persistent link: https://www.econbiz.de/10003594564
Saved in:
5
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:
6
Mathematical and statistical modelling of cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000974037
Saved in:
7
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
Saved in:
8
A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389411
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9
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389415
Saved in:
10
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
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