Søren Johansen
Professor emeritus
Økonomisk Institut
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
1 - 1 ud af 1Pr. side: 10
- 2006
- Udgivet
Statistical analysis of hypotheses on the cointegrating relations in the I(2) model
Johansen, Søren, 2006, I: Journal of Econometrics. 132, s. 81-115Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
ID: 8722
Flest downloads
-
3632
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Publikation: Working paper › Forskning
Udgivet -
3583
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Publikation: Working paper › Forskning
Udgivet -
3318
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Publikation: Working paper › Forskning
Udgivet