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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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Cointegration: overview and development
Johansen, Søren - In: Handbook of financial time series, (pp. 671-693). 2009
Persistent link: https://www.econbiz.de/10003834195
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Confronting the economic model with the data
Johansen, Søren - In: Post Walrasian macroeconomics : beyond the dynamic …, (pp. 287-300). 2006
Persistent link: https://www.econbiz.de/10003374629
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A small sample correction of the Dickey-Fuller test
Johansen, Søren - In: New directions in macromodelling, (pp. 49-68). 2004
Persistent link: https://www.econbiz.de/10002717320
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Statistical analysis of some nonstationary time series
Johansen, Søren - In: Econometrics and economic theory in the 20th century : …, (pp. 433-457). 1998
Persistent link: https://www.econbiz.de/10001548946
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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
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Extracting information from the data : a European view on empirical macro
Jusélius, Katarina; Johansen, Søren - In: Post Walrasian macroeconomics : beyond the dynamic …, (pp. 301-331). 2006
Persistent link: https://www.econbiz.de/10003374630
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An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren; Nielsen, Bent - In: The methodology and practice of econometrics : a …, (pp. 1-36). 2009
Persistent link: https://www.econbiz.de/10003857820