Articoli di "Johansen, Soren"

Articolo Anno: 2001

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

Johansen, Soren

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 1, pp. 1-22

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Articolo Anno: 2001

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

Johansen, Soren

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 1, pp. 1-22

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Articolo Anno: 2001

Controlling inflation in a cointegrated vector autoregressive model with a application to US data

Johansen, Soren - Juselius, Katarina

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 2, pp. 1-50

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Articolo Anno: 2001

Controlling inflation in a cointegrated vector autoregressive model with an application to US data.

Johansen, Soren - Juselius, Katarina

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 2, pp. 1-50

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Articolo Anno: 2000

A small sample correction of the test for cointegrated rank in the vector autoregressive model.

Johansen, Soren

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 15, pp. 1-35

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Articolo Anno: 1999

A Bartlett correction factor for tests on thè cointegrating relations

Johansen, Soren

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 10, pp. 1-50

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Articolo Anno: 1999

A small sample correction for test of hypotheses on the cointegrating vector

Johansen, Soren

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 9, pp. 1-35

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Articolo Anno: 1997

Granger's representation theorem and multicointegration

Johansen, Soren - Engsted, Tom

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 15, pp. 1-13

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Articolo Anno: 1997

Likelihood analysis of seasonal cointegration

Johansen, Soren - SCHAUMBURG, Ernst

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 16, pp. 1-39

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Articolo Anno: 1997

Mathematical and statistical modelling of cointegration

Johansen, Soren

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 14, pp. 1-16

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