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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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Discussion of the forward search : theory and data analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003929159
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The forward search : theory and data analysis, by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003932341
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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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Correlation, regression, and cointegration of nonstationary economic time series
Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571206
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Selecting a regression saturated by indicators
Hendry, David F. (contributor); Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571217
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Discussion of the forward search : theory and data analysis by Anthony C. Atkinson , Marco Riani and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003943208
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Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren; Nielsen, Bent - 2011
Persistent link: https://www.econbiz.de/10009377349
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Asymptotic theory for terated one-step Huber-skip estimators
Johansen, Søren; Nielsen, Bent - 2011
Persistent link: https://www.econbiz.de/10009382532