scientific article; zbMATH DE number 1538096

zbMATH Open0973.91070MaRDI QIDQ4518959FDOQ4518959

Authors: Søren Johansen 

Publication date: 27 November 2001

Title of this publication is not available (Why is that?)

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zbMATH Keywords

cointegrationstatistical analysis\(I(2)\) models

Mathematics Subject Classification ID

Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Cited In (11)

• Time series analysis. Nonstationary and noninvertible distribution theory
• Analytic nonstationary processes
• Inference for time series and stochastic processes
• When is a time-series I(0)?
• Methods of analyzing nonstationary time series with implicit changes in their properties
• Time-dependent statistical analysis of wide-area time-synchronized data
• Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions
• An approach to the nonstationary process analysis
• Time-correlation analysis of nonstationary time series
• The statistical approach to the analysis of time-series
• Modelling time series data of monetary aggregates using \(I(2)\) and \(I(1)\) cointegration analysis

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