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Maximum likelihood estimation and inference on cointegration : with applications to the demand for money
Johansen, Søren - In: Oxford bulletin of economics and statistics 52 (1990) 2, pp. 169-210
Persistent link: https://www.econbiz.de/10001083726
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Likelihood analysis of seasonal cointegration
Johansen, Søren; Schaumburg, Ernst - 1997
Persistent link: https://www.econbiz.de/10000974039
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Granger's representation theorem and multicointegration
Engsted, Tom; Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000974051
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Testing exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren; Swensen, Anders Rygh - In: Journal of econometrics 93 (1999) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10001406640
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Controlling inflation in a cointegrated vector autoregressive model with an application to US data
Johansen, Søren; Jusélius, Katarina - 2001
Persistent link: https://www.econbiz.de/10001582520
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Recursive estimation in cointegrated VAR-models
Hansen, Henrik; Johansen, Søren - 1992
Persistent link: https://www.econbiz.de/10000851441
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Likelihood-based inference in cointegrated vector autoregressive models
Johansen, Søren - 1995
Persistent link: https://www.econbiz.de/10000914722
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Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren; Swensen, Anders Rygh - 2021
Persistent link: https://www.econbiz.de/10012620761
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Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren; Swensen, Anders Rygh - 2021
Persistent link: https://www.econbiz.de/10012627501
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Statistical analysis of global surface air temperature and sea level using cointegration methods
Schmith, Torben; Johansen, Søren; Thejll, Peter - 2011
Persistent link: https://www.econbiz.de/10009349111