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Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren; Lange, Theis - 2011
Persistent link: https://www.econbiz.de/10009006788
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Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren; Lange, Theis - 2011
Persistent link: https://www.econbiz.de/10009006830
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An introduction to regime switching time series models
Lange, Theis; Rahbek, Anders - In: Handbook of financial time series, (pp. 871-887). 2009
Persistent link: https://www.econbiz.de/10003834264
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On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders; Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849498
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Estimation and asymptotic inference in the AR-ARCH model
Lange, Theis; Rahbek, Anders; Jensen, Søren Tolver - In: Econometric reviews 30 (2011) 2, pp. 129-153
Persistent link: https://www.econbiz.de/10008990449
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Mathematical and statistical modelling of cointegration
Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000974037
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Determination of cointegration rank in the presence of a linear trend
Johansen, Søren - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 383-397
Persistent link: https://www.econbiz.de/10001330268
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A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren - 1999
Persistent link: https://www.econbiz.de/10001389411
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A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren - 1999
Persistent link: https://www.econbiz.de/10001389415
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Likelihood-based inference for cointegration of some nonstationary time series
Johansen, Søren - In: Time series models : in econometrics, finance and other …, (pp. 69-100). 1996
Persistent link: https://www.econbiz.de/10001319936