The following pages link to Søren Johansen (Q222918):
Displaying 50 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)
- Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
- Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (Q291627) (← links)
- (Q590201) (redirect page) (← 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)
- Functional relations, random coefficients, and nonlinear regression with application to kinetic data (Q796224) (← links)
- Exact rational expectations, cointegration, and reduced rank regression (Q928908) (← links)
- The asymptotic properties of the Cornish-Bowden-Eisenthal median estimator (Q1091070) (← links)
- Estimation of proportional covariances (Q1093285) (← links)
- Statistical analysis of cointegration vectors (Q1104685) (← links)
- Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515) (← links)
- Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (Q1194029) (← links)
- Likelihood analysis of seasonal cointegration (Q1305672) (← links)
- Identification of the long-run and the short-run structure. An application to the ISLM model (Q1341203) (← links)
- The cointegrated vector autoregressive model with general deterministic terms (Q1652953) (← links)
- Can-order policies for coordinated inventory replenishment with Erlang distributed times between ordering (Q1806636) (← links)
- Testing exact rational expectations in cointegrated vector autoregressive models (Q1808556) (← links)
- A small sample correction for tests of hypotheses on the cointegrating vectors (Q1867739) (← links)
- Identifying restrictions of linear equations with applications to simultaneous equations and cointegration (Q1899243) (← links)
- Periodic review lost-sales inventory models with compound Poisson demand and constant lead times of any length (Q1926709) (← links)
- Corrigendum to: ``Analysis of the forward search using some new results for martingales and empirical processes'' (Q2325328) (← links)
- Least squares estimation in a simple random coefficient autoregressive model (Q2453087) (← links)
- An asymptotic invariance property of the common trends under linear transformations of the data (Q2511788) (← links)
- The descriptive approach to the derivative of a set function with respect to a \(\sigma\)-lattic (Q2524695) (← links)
- A generalized Radon-Nikodym derivative (Q2535630) (← links)
- Optimal and near-optimal policies for lost sales inventory models with at most one replenishment order outstanding (Q2569101) (← links)
- A survey of product-integration with a view toward application in survival analysis (Q2639439) (← links)
- Cointegration analysis in the presence of structural breaks in the deterministic trend (Q2707872) (← links)
- A Bartlett correction factor for tests on the cointegrating relations (Q2716486) (← links)
- Asymptotic theory of outlier detection algorithms for linear time series regression models (Q2815576) (← links)
- Rejoinder: Asymptotic theory of outlier detection algorithms for linear time series regression models (Q2815584) (← links)
- A necessary moment condition for the fractional functional central limit theorem (Q2890708) (← links)
- THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS (Q2976205) (← links)
- More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term (Q3023028) (← links)
- An Extension of Cox's Regression Model (Q3040369) (← links)
- Can-order policy for the periodic-review joint replenishment problem (Q3182677) (← links)
- On de Moivre's Recursion Formulae for the Duration of Play (Q3311377) (← links)
- (Q3327531) (← links)
- A Stastistical Analysis of Cointegration for I(2) Variables (Q3365344) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES (Q3632395) (← links)
- Cointegration: Overview and Development (Q3646976) (← links)
- (Q3780225) (← links)
- Control of arrivals to a stochastic input–output system (Q3876796) (← links)
- (Q4020627) (← links)
- (Q4137913) (← links)
