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Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd - In: Economics letters 58 (1998) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001233190
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Nonlinear cointegration analysis of German unemployment
Hansen, Gerd - 1996
Persistent link: https://www.econbiz.de/10000937601
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The reliability of the Johansen-procedure : some Monte-Carlo-results
Hansen, Gerd - 1996
Persistent link: https://www.econbiz.de/10000937607
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Money and inflation in Germany : a cointegration analysis
Hansen, Gerd - 1995
Persistent link: https://www.econbiz.de/10000903731
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Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10001410603
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Money and inflation in Germany : a cointegration analysis
Hansen, Gerd - In: Empirical economics : a journal of the Institute for … 21 (1996) 4, pp. 601-616
Persistent link: https://www.econbiz.de/10001209910
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Dynamic simultaneous equations and Johansen's ML estimator : some Monte Carlo Results
Hansen, Gerd - In: Allgemeines statistisches Archiv : AStA ; journal of … 82 (1998) 2, pp. 133-148
Persistent link: https://www.econbiz.de/10001243574
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Nonlinear error correction modeling in German interest rates
Brannolte, Cord; Hansen, Gerd; Kurz-Kim, Jeong-Ryeol - 1999
Persistent link: https://www.econbiz.de/10001410606
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Nonlinear error correction modeling in German interest rates
Brannolte, Cord; Hansen, Gerd; Kurz-Kim, Jeong-Ryeol - In: Jahrbücher für Nationalökonomie und Statistik (1999) 3/4, pp. 271-283
Persistent link: https://www.econbiz.de/10001451366
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The stability of German money demand : tests of the cointegration relation
Hansen, Gerd - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 131 (1995) 2, pp. 286-301
Persistent link: https://www.econbiz.de/10001182592