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?)

Recommendations

• scientific article; zbMATH DE number 912024
• scientific article; zbMATH DE number 897115
• When is a time-series I(0)?
• Likelihood Analysis of the I(2) Model
• scientific article; zbMATH DE number 4100451

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 (9)

• Analytic nonstationary processes
• Inference for time series and stochastic processes
• 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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4518959)