Likelihood-based inference in cointegrated vector autoregressive models / von Johansen, Søren, 1939-

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Likelihood based inference in cointegrated vector autoregressive models von Johansen, Søren

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Representation of cointegrated autoregressive processes with application to fractional processes von Johansen, Søren

Controlling inflation in a cointegrated vector autoregressive model with an application to US data von Johansen, Søren

A small sample correction for tests of hypotheses on the cointegrating vectors von Johansen, Søren

A Bartlett correction factor for tests on the cointegrating relations von Johansen, Søren

Granger's representation theorem and multicointegration von Engsted, Tom, Johansen, Søren

Likelihood based inference in cointegrated vector autoregressive models von Johansen, Søren

Likelihood based inference in cointegrated vector autoregressive models von Johansen, Søren

Likelihood based inference in cointegrated vector autoregressive models advanced texts in econometrics von Johansen, Søren

Functional relations, random coefficients, and nonlinear regression with application to kinetic data von Johansen, Søren 1939-

Introduction to the theory of regular exponential families von Johansen, Søren 1939-

Two Notes on conditioning and ancillarity von Johansen, Søren

The imbedding problem for Markov chains von Johansen, Søren

A representation theory for class of vector autoregressive models for fractional processes von Johansen, Søren

Extracting information from the data a european view on empirical Marco von Juselius, Katarina, Johansen, Søren

The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model von Johansen, Søren

A small sample correction of the test for cointegrating rank in the vector autoregressive model von Johansen, Søren

Mathematical and statistical modelling of cointegration von Johansen, Søren

Likelihood analysis of seasonal cointegration von Johansen, Søren, Schaumburg, Ernst