Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
1 - 2 out of 2Page size: 10
- 2005
- Published
Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money
Johansen, Søren & Juselius, Katarina, 2005, General-to-SpecificModelling, Vol I. Campos, J., Ericsson, N. & Hendry, D. (eds.). Edward Elgar Publishing, p. 512-553Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data
Johansen, Søren, 2005, General-to-Specific Modelling, Vol II. Campos, J., Ericsson, N. & Hendry, D. (eds.). Edward Elgar Publishing, p. 589-610Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
ID: 8722
Most downloads
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3634
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
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3585
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3320
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published