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Granger's representation theorem and multicointegration
Engsted, Tom; Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000959732
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Estimating the LQAC model with I(2) variables
Engsted, Tom; Haldrup, Niels - 1998
Persistent link: https://www.econbiz.de/10000986316
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Multicointegration in stock-flow models
Engsted, Tom; Haldrup, Niels - 1997
Persistent link: https://www.econbiz.de/10000971710
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Multicointegration in stock-flow models
Engsted, Tom; Haldrup, Niels - In: Oxford bulletin of economics and statistics 61 (1999) 2, pp. 237-254
Persistent link: https://www.econbiz.de/10001407318
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Testing for multicointegration
Engsted, Tom - In: Economics letters 56 (1997) 3, pp. 259-266
Persistent link: https://www.econbiz.de/10001229828
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Estimating the LQAC model with I(2) variables
Engsted, Tom; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000930721
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The classic European hyperinflations revisited : testing the Cagan model using a cointegrated VAR approach
Engsted, Tom - In: Economica 61 (1994) 243, pp. 331-343
Persistent link: https://www.econbiz.de/10001167462
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Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
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Present value models and non-stationary time-series : an introduction, and a summary of the thesis
Engsted, Tom - 1993
Persistent link: https://www.econbiz.de/10000859623