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Disambiguation of "Johansen, Søren"

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Likelihood-based Inference in Cointegrated Vector Autoregressive Models

. Oxford University Press, Oxford, (1995)

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Carl-Fredrik Sørensen

Pernille Sørensen

Jørgen Skov Sørensen

Kathrin Johansen

Søren Jepsen

 

Other publications of authors with the same name

Testing weak exogeneity and the order of cointegration in UK money demand data. Journal of Policy Modeling, 14 (3): 313--334 (June 1992)Reply to somments on ``estimating systems of trending variables''. Econometric Reviews, 13 (3): 423--428 (1994)The role of the constant and linear terms in cointegration analysis of nonstationary variables. Econometric Reviews, 13 (2): 205--229 (1994)Cointegration analysis in the presence of structural breaks in the deterministic trend, , and . Econometrics Journal, 3 (2): 216-249 (2000)available at http://ideas.repec.org/a/ect/emjrnl/v3y2000i2p216-249.html.Likelihood-based Inference in Cointegrated Vector Autoregressive Models. Oxford University Press, Oxford, (1995)Maximum Likelihood Estimation and Inferences on Cointegration—with applications to the demand for money, and . Oxford Bulletin of Economics and Statistics, (1990)Estimating systems of trending variables. Econometric Reviews, 13 (3): 351--386 (1994)The asymptotic properties of the Cornish-Bowden-Eisenthal median estimator, and . Journal of Statistical Planning and Inference, (1987 1986)Estimation of proportional covariances, and . Statistics & Probability Letters, 6 (2): 83--85 (November 1987)Functional relations, random coefficients, and nonlinear regression with application to kinetic data. Lecture notes in statistics Springer, New York u.a., (1984)