Articoli pubblicati da:
Johansen, SorenRisultato della ricerca: (10 titoli )
| The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model. |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2001
| The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2001
| A Bartlett correction factor for tests on thè cointegrating relations |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1999
| Controlling inflation in a cointegrated vector autoregressive model with a application to US data |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2001
| Controlling inflation in a cointegrated vector autoregressive model with an application to US data. |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2001
| Granger's representation theorem and multicointegration |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1997
| Likelihood analysis of seasonal cointegration |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1997
| Mathematical and statistical modelling of cointegration |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1997
| A small sample correction for test of hypotheses on the cointegrating vector |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 1999
| A small sample correction of the test for cointegrated rank in the vector autoregressive model. |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2000
