The following pages link to Søren Glud Johansen (Q222918):
Displaying 9 items.
- Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (Q125805) (← links)
- The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression (Q142975) (← links)
- Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (Q291627) (← links)
- Likelihood inference for a nonstationary fractional autoregressive model (Q736555) (← links)
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
- Some identification problems in the cointegrated vector autoregressive model (Q736675) (← links)
- Hotelling's theorem on the volume of tubes: Some illustrations in simultaneous inference and data analysis (Q756881) (← links)
- Exact rational expectations, cointegration, and reduced rank regression (Q928908) (← links)
- Periodic review lost-sales inventory models with compound Poisson demand and constant lead times of any length (Q1926709) (← links)
