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Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren; Gatarek, Lukasz - 2014
Persistent link: https://www.econbiz.de/10010418991
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Outlier detection algorithms for least squares time series regression
Johansen, Søren; Nielsen, Bent - 2014
Persistent link: https://www.econbiz.de/10010418994
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Emergency orders in the periodic-review inventory system with fixed ordering costs and compound Poisson demand
Johansen, Søren; Thorstenson, Anders - In: International journal of production economics 157 (2014), pp. 147-157
Persistent link: https://www.econbiz.de/10010437491
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Optimal hedging with the cointegrated vector autoregressive model
Gatarek, Lukasz; Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010413752
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Note : optimal base-stock policy for the inventory system with periodic review, backorders and sequential lead times
Johansen, Søren (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003263681
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A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren; Lütkepohl, Helmut - In: Econometric theory 21 (2005) 3, pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
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More on testing exact rational expectations in cointegrated vector autoregressive models : restricted constant and linear term
Johansen, Søren; Swensen, Anders Rygh - In: The econometrics journal 7 (2004) 2, pp. 389-397
Persistent link: https://www.econbiz.de/10002463476
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The (r,q) policy for the lost-sales inventory system when more than one order may be outstanding
Johansen, Søren (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002978265
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A small sample correction for the test of cointegrating rank in the vector autoregressive model
Johansen, Søren - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 1929-1961
Persistent link: https://www.econbiz.de/10001702250
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Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem; Schuermann, Til; Weiner, Scott M. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 129-181
Persistent link: https://www.econbiz.de/10002037011