Narrow search
Showing 1 - 10 of 85
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
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
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
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
Cover Image
An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2011
Persistent link: https://www.econbiz.de/10008810484
Cover Image
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
Cover Image
Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571199
Cover Image
Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418934