Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515): Difference between revisions

@@ Property / author @@
+Søren Glud Johansen
@@ Property / author: Søren Glud Johansen / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
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@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
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@@ Property / cites work @@
+Exogeneity
@@ Property / cites work: Exogeneity / rank @@
+Normal rank
@@ Property / cites work @@
+On the strong approximation of the distributions of estimators in linear stochastic models, I and II: Stationary and explosive AR models
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4076(92)90019-n
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@@ Property / OpenAlex ID @@
+W2060210686
@@ Property / OpenAlex ID: W2060210686 / rank @@
+Normal rank