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Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd; Kurz-Kim, Jeong-Ryeol; Mittnik, Stefan - 1996
Persistent link: https://www.econbiz.de/10000955842
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
Klein, Ingo (ed.); Hansen, Gerd (honouree);  … - 2002
Persistent link: https://www.econbiz.de/10001715684
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A bias-corrected least squares estimator of dynamic panel models
Hansen, Gerd - In: Allgemeines statistisches Archiv : AStA ; journal of … 85 (2001) 2, pp. 127-140
Persistent link: https://www.econbiz.de/10001577969
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Alternative estimators of dynamic panel models some Monte Carlo results
Hansen, Gerd - 1999
Persistent link: https://www.econbiz.de/10001465489
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Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd - In: Economics letters 58 (1998) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001233190
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Dynamic simultaneous equations and Johansen's ML estimator : some Monte Carlo Results
Hansen, Gerd - In: Allgemeines statistisches Archiv : AStA ; journal of … 82 (1998) 2, pp. 133-148
Persistent link: https://www.econbiz.de/10001243574
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Nonlinear cointegration analysis of German unemployment
Hansen, Gerd - 1996
Persistent link: https://www.econbiz.de/10000937601
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The reliability of the Johansen-procedure : some Monte-Carlo-results
Hansen, Gerd - 1996
Persistent link: https://www.econbiz.de/10000937607
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Multikollinearität und Prognosefehler
Hansen, Gerd - In: Jahrbücher für Nationalökonomie und Statistik 203 (1987) 5, pp. 517-571
Persistent link: https://www.econbiz.de/10001034125
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Cointegration and the monetary model of the exchange rate
Hansen, Gerd - In: Econometric analysis of financial markets, (pp. 47-63). 1994
Persistent link: https://www.econbiz.de/10001284437