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Theory
Theorie
127
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120
Time series analysis
116
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109
Kointegration
108
VAR model
85
VAR-Modell
85
Estimation theory
78
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30
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Johansen, Søren
80
Jusélius, Katarina
49
Nielsen, Bent
14
Nielsen, Morten Ørregaard
8
Swensen, Anders Rygh
5
Hendry, David F.
3
Hoover, Kevin D.
3
MacDonald, Ronald
3
Rahbek, Anders
3
Engsted, Tom
2
Franchi, Massimo
2
Frydman, Roman
2
Hansen, Henrik
2
Lange, Theis
2
Nyboe Tabor, Morten
2
Thorstenson, Anders
2
Ørregaard Nielsen, Morten
2
Atkinson, Anthony C.
1
Bijvank, Marco
1
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1
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1
Hansen, Peter Reinhard
1
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1
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1
Riani, Marco
1
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1
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1
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Københavns Universitet / Økonomisk Institut
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Discussion papers / Department of Economics, University of Copenhagen
17
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15
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11
EUI working paper / ECO
8
Econometric theory
6
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4
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4
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4
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3
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3
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2
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2
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2
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2
Meddelanden från Svenska Handelshögskolan, Working papers
2
Queen's Economics Department working paper
2
The energy journal
2
A spectrum of statistical thought : essays in statistical theory, economics and population genetics in honour of Johan Fellman
1
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1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
1
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1
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1
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1
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1
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1
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1
Special issue on "money demand in Europe"
1
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1
Testing integration and cointegration
1
The American economic review
1
The economic journal : the journal of the Royal Economic Society
1
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1
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ECONIS (ZBW)
122
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008663021
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