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First and second order non-linear cointegration models
Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849457
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418934
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418999
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Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren - In: Journal of econometrics 158 (2010) 2, pp. 262-273
Persistent link: https://www.econbiz.de/10008839956
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Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571199
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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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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren; Nielsen, Morten Ørregaard - 2016
Persistent link: https://www.econbiz.de/10011524104
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren; Nielsen, Bent - 2016
Persistent link: https://www.econbiz.de/10011524568
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The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren; Nielsen, Morten Ørregaard - In: Econometric theory 32 (2016) 5, pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
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Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren; Gatarek, Lukasz - 2014
Persistent link: https://www.econbiz.de/10010418991