Narrow search
Showing 1 - 10 of 127
Cover Image
Hypothesis testing for cointegration vectors : with an application to the demand for money in Denmark and Finland
Johansen, Søren; Jusélius, Katarina - 1988
Persistent link: https://www.econbiz.de/10000754803
Cover Image
Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D.; Johansen, Søren; Jusélius, Katarina - In: The American economic review 98 (2008) 2, pp. 251-255
Persistent link: https://www.econbiz.de/10003730164
Cover Image
An invariance property of the common trands under linear transformations of the data
Johansen, Søren; Jusélius, Katarina - 2010
Persistent link: https://www.econbiz.de/10008688532
Cover Image
Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003603883
Cover Image
Controlling inflation in a cointegrated vector autoregressive model with an application to U.S. data
Johansen, Søren (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001592931
Cover Image
Maximum likelihood estimation and inference on cointegration : with applications to the demand for money
Johansen, Søren - In: Oxford bulletin of economics and statistics 52 (1990) 2, pp. 169-210
Persistent link: https://www.econbiz.de/10001083726
Cover Image
Controlling inflation in a cointegrated vector autoregressive model with an application to US data
Johansen, Søren; Jusélius, Katarina - 2001
Persistent link: https://www.econbiz.de/10001582520
Cover Image
Emergency orders in the periodic-review inventory system with fixed ordering costs and stochastic lead times for normal orders
Johansen, Søren - In: International journal of production economics 209 (2019), pp. 205-214
Persistent link: https://www.econbiz.de/10012013257
Cover Image
A representation theory for a class of vector autoregressive models for fractional processes
Johansen, Søren - In: Econometric theory 24 (2008) 3, pp. 651-676
Persistent link: https://www.econbiz.de/10003894279
Cover Image
An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2010
Persistent link: https://www.econbiz.de/10008663021