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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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First and second order non-linear cointegration models
Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849457
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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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Mathematical and statistical modelling of cointegration
Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000974037
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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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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418934
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418999
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Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren - 2018
Persistent link: https://www.econbiz.de/10011865955