Narrow search
Showing 31 - 40 of 272
Cover Image
The forward search : theory and data analysis, by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003932341
Cover Image
Likelihood inference for a fractionally conitegrated vector autoregressive model
Johansen, Søren; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10003968441
Cover Image
Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10003968607
Cover Image
An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2011
Persistent link: https://www.econbiz.de/10008810484
Cover Image
Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate
Johansen, Søren; Jusélius, Katarina; Frydman, Roman; … - In: Journal of econometrics 158 (2010) 1, pp. 117-129
Persistent link: https://www.econbiz.de/10008826871
Cover Image
Likelihood inference for a nonstationary fractional autoregressive model
Johansen, Søren; Nielsen, Morten Ørregaard - In: Journal of econometrics 158 (2010) 1, pp. 51-66
Persistent link: https://www.econbiz.de/10008826876
Cover Image
Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren - In: Journal of econometrics 158 (2010) 2, pp. 262-273
Persistent link: https://www.econbiz.de/10008839956
Cover Image
Exact rational expectations, cointegration, and reduced rank regression
Johansen, Søren (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003586055
Cover Image
Testing hypothesis in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
Johansen, Søren; Jusélius, Katarina; Frydman, Roman; … - 2007
Persistent link: https://www.econbiz.de/10003603881
Cover Image
Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003603883