Søren Johansen
Professor emeritus
Økonomisk Institut
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
1 - 2 ud af 2Pr. side: 10
- 1993
- Udgivet
Likelihood based inference for cointegration of non stationary time series
Johansen, Søren, 1993, København, s. 30.Publikation: Working paper › Forskning
- Udgivet
Recursive Estimation in Cointegrated VAR-Models
Johansen, Søren & Hansen, Henrik, 1993, København, s. 20.Publikation: Working paper › Forskning
ID: 8722
Flest downloads
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3671
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Publikation: Working paper › Forskning
Udgivet -
3608
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Publikation: Working paper › Forskning
Udgivet -
3362
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Publikation: Working paper › Forskning
Udgivet