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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
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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
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Testing hypothesis in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
Johansen, Søren; Jusélius, Katarina; Frydman, Roman; … - 2007
Persistent link: https://www.econbiz.de/10003603881
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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
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An asymptotic invariance property of the common trends under linear transformations of the data
Johansen, Søren; Jusélius, Katarina - In: Journal of econometrics 178 (2014) 1, pp. 310-315
Persistent link: https://www.econbiz.de/10010256144
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An invariance property of the common trends under linear transformations of the data
Johansen, Søren; Jusélius, Katarina - 2010
Persistent link: https://www.econbiz.de/10008699006
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An I(2) cointegration analysis of the purchasing power parity between Australia and the United States
Johansen, Søren - 1991
Persistent link: https://www.econbiz.de/10000129180
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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
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An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2010
Persistent link: https://www.econbiz.de/10008663021