Similar Search Results - EconBiz

A Bartlett correction factor for tests on the cointegrating relations

Johansen, Søren - 1999

Persistent link: https://www.econbiz.de/10001389415

The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model

Johansen, Søren - 2001

Persistent link: https://www.econbiz.de/10001582517

Cointegration and adjustment in the CVAR(∞) representation of some partially observed CVAR(1) models

Johansen, Søren - In: Econometrics : open access journal 7 (2019) 1/2, pp. 1-10

A multivariate CVAR(1) model for some observed variables and some unobserved variables is analysed using its infinite order CVAR representation of the observations. Cointegration and adjustment coefficients in the infinite order CVAR are found as functions of the parameters in the CVAR(1) model....

Persistent link: https://www.econbiz.de/10012025719

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

Mathematical and statistical modelling of cointegration

Johansen, Søren - 1997

Persistent link: https://www.econbiz.de/10013420117

Likelihood-based inference in cointegrated vector autoregressive models

Johansen, Søren - 1996 - Paperback ed., reprint

Persistent link: https://www.econbiz.de/10013480121

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

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

The full information maximum likelihood procedure for inference on cointegration : with applications

Johansen, Søren; Jusélius, Katarina - 1989

Persistent link: https://www.econbiz.de/10000760157

Workbook on cointegration

Hansen, Peter Reinhard; Johansen, Søren - 1998 - 1. publ.

Persistent link: https://www.econbiz.de/10000664667

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