scientific article; zbMATH DE number 1538096

MaRDI QIDQ4518959zbMATH OpenFDO

Authors Søren Johansen

Publication date 27 November 2001

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)

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Cited in

(11)

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

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