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On a numerical and graphical technique for evaluating : some models involving rational expectations
Johansen, Søren; Swensen, Anders Rygh - 2009
Persistent link: https://www.econbiz.de/10003836319
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On a numerical and graphical technique for evaluating some models involving rational expectations
Johansen, Søren; Swensen, Anders Rygh - 2009
Persistent link: https://www.econbiz.de/10003849547
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Exact rational expectations, cointegration, and reduced rank regression
Johansen, Søren (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003586055
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On a graphical technique for evaluating some rational expectations models
Johansen, Søren; Swensen, Anders Rygh - In: Journal of time series econometrics 3 (2011) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10009623575
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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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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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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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A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Swensen, Anders Rygh - In: Journal of econometrics 165 (2011) 2, pp. 152-162
Persistent link: https://www.econbiz.de/10009409699
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Some exact and inexact linear rational expectation models in vector autoregressive models
Swensen, Anders Rygh - In: Economics letters 123 (2014) 2, pp. 216-219
Persistent link: https://www.econbiz.de/10010400289
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A note on the power of bootstrap unit root tests
Swensen, Anders Rygh - In: Econometric theory 19 (2003) 1, pp. 32-48
Persistent link: https://www.econbiz.de/10001728172