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~subject:"Cointegration"
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Cointegration
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Nielsen, Bent
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ECONIS (ZBW)
21
RePEc
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1
Test for cointegration rank in general vector autoregressions
Nielsen, Bent
-
2009
Persistent link: https://www.econbiz.de/10003881805
Saved in:
2
Analysis of co-explosive processes
Nielsen, Bent
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002844948
Saved in:
3
On the distribution of likelihood ratio test statistics for cointegration rank
Nielsen, Bent
- In:
Econometric reviews
23
(
2004
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001944637
Saved in:
4
The role of income in money demand during hyper-inflation: the case of Yugoslavia
Mladenović, Zorica
;
Nielsen, Bent
-
2009
Persistent link: https://www.econbiz.de/10003838897
Saved in:
5
Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom
;
Nielsen, Bent
-
2010
Persistent link: https://www.econbiz.de/10003978304
Saved in:
6
Identification and forecasting in the Lee-Carter model
Nielsen, Bent
;
Nielsen, Jens Perch
-
2010
Persistent link: https://www.econbiz.de/10008822237
Saved in:
7
Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom
;
Nielsen, Bent
-
2010
Persistent link: https://www.econbiz.de/10008659876
Saved in:
8
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524568
Saved in:
9
Asymptotic theory for cointegration analysis when the cointegration rank is deficient
Bernstein, David
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010458257
Saved in:
10
Short-run parameter changes in a cointegrated vector autoregressive model
Kurita, Takamitsu
(
contributor
);
Nielsen, Bent
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002639912
Saved in:
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