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Determination of Cointegration Rank in the Presence of a Linear Trend.
Johansen, S. - Politiikan ja Talouden Tutkimuksen Laitos, … - 1991
Persistent link: https://www.econbiz.de/10005486859
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Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data.
Johansen, S. - Politiikan ja Talouden Tutkimuksen Laitos, … - 1991
Persistent link: https://www.econbiz.de/10005671626
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THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES
Franchi, Massimo; Archontakis, F.; Bauer, D.; Wagner, M.; … - In: Econometric theory 23 (2007) 3, pp. 546-554
Persistent link: https://www.econbiz.de/10007718224
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ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS
Ploberger, Werner; Aït-Sahalia, Y.; Ahn, S.K.; … - In: Econometric theory 24 (2008) 1, pp. 15-42
Persistent link: https://www.econbiz.de/10007896795
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Identification of the long-run and short-run structure : an application to the ISLM model
Johansen, Søren; Jusélius, Katarina - 1992
Persistent link: https://www.econbiz.de/10000840556
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Hypothesis testing for cointegration vectors : with an application to the demand for money in Denmark and Finland
Johansen, Søren; Jusélius, Katarina - 1988
Persistent link: https://www.econbiz.de/10000754803
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The full information maximum likelihood procedure for inference on cointegration : with applications
Johansen, Søren; Jusélius, Katarina - 1989
Persistent link: https://www.econbiz.de/10000760157
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An I(2) cointegration analysis of the purchasing power parity between Australia and the United States
Johansen, Søren - 1991
Persistent link: https://www.econbiz.de/10000129180
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Workbook on cointegration
Hansen, Peter Reinhard; Johansen, Søren - 1998 - 1. publ.
Persistent link: https://www.econbiz.de/10000664667
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Granger's representation theorem and multicointegration
Engsted, Tom; Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000959732