Soren Johansen : Citation Profile

Are you Soren Johansen?

Københavns Universitet (85% share)
Aarhus Universitet (15% share)

32

H index

45

i10 index

25341

Citations

RESEARCH PRODUCTION:

55

Articles

123

Papers

2

Books

RESEARCH ACTIVITY:

   35 years (1987 - 2022). See details.
   Cites by year: 724
   Journals where Soren Johansen has often published
   Relations with other researchers
   Recent citing documents: 1080.    Total self citations: 79 (0.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo35
   Updated: 2023-01-28    RAS profile: 2023-01-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Nielsen, Morten (10)

Berenguer-Rico, Vanessa (9)

Rahbek, Anders (5)

Tabor, Morten (5)

Franchi, Massimo (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Soren Johansen.

Is cited by:

Shahbaz, Muhammad (274)

Guillén, Osmani (168)

Ericsson, Neil (154)

Hendry, David (149)

Kouretas, Georgios (141)

Masih, Abul (137)

Gil-Alana, Luis (128)

Caporale, Guglielmo Maria (122)

Nielsen, Morten (122)

Paruolo, Paolo (119)

GUPTA, RANGAN (113)

Cites to:

Hendry, David (45)

Nielsen, Bent (33)

juselius, katarina (24)

Rahbek, Anders (18)

Nielsen, Morten (18)

Campbell, John (16)

Shiller, Robert (15)

Granger, Clive (15)

Krolzig, Hans-Martin (14)

Engle, Robert (14)

Saikkonen, Pentti (13)

Main data

Where Soren Johansen has published?

Journals with more than one article published# docs
Journal of Econometrics14
Econometric Theory9
Econometrics5
Econometrica3
Scandinavian Journal of Statistics3
Econometrics Journal3
Oxford Bulletin of Economics and Statistics3
Journal of Time Series Analysis3
Computational Statistics2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Copenhagen. Department of Economics48
Economics Working Papers / European University Institute8
Working Paper / Economics Department, Queen's University7
Economics Series Working Papers / University of Oxford, Department of Economics4
Working Papers Series / Institute for New Economic Thinking2
Discussion Papers / Statistics Norway, Research Department2

Recent works citing Soren Johansen (2022 and 2021)

YearTitle of citing document
2021Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15.

Full description at Econpapers || Download paper

2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

Full description at Econpapers || Download paper

2022Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. (2022). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-07.

Full description at Econpapers || Download paper

2021Education Enrollment Rate vs Employment Rate: Implications for Sustainable Human Capital Development in Nigeria. (2021). Asongu, Simplice ; Adejumo, Oluwabunmi. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/013.

Full description at Econpapers || Download paper

2021Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/059.

Full description at Econpapers || Download paper

2021The causality relationship between energy prices and developed countries indices. (2021). Soylemez, Yakup. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:3:y:2021:i:2:p:24-40.

Full description at Econpapers || Download paper

2021Investment triggers inclusiveness in the Bolivian TELECOM Sector?. (2021). Mansilla Bustamante, Sergio ; Aliaga Lordemann, Francisco Javier. In: Development Research Working Paper Series. RePEc:adv:wpaper:202104.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Education Enrollment Rate vs Employment Rate: Implications for Sustainable Human Capital Development in Nigeria. (2021). Asongu, Simplice ; Adejumo, Akintoye V. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/013.

Full description at Econpapers || Download paper

2021Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/059.

Full description at Econpapers || Download paper

2022Searching for Sustainable Footprints: Does ICT increase CO2 emissions?. (2022). Asongu, Simplice A ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/062.

Full description at Econpapers || Download paper

2021Energy and economic growth. An empirical analysis. (2021). Adamopoulos, Antonios. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:151-166.

Full description at Econpapers || Download paper

2021The response of monetary policy to the COVID-19 pandemic in Turkey. The path of a credit-based economic recovery. (2021). Bulut, Umit. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:231-238.

Full description at Econpapers || Download paper

2022The impact of foreign direct investment on the economy of Bangladesh: A time-series analysis. (2022). Islam, Mohammed Saiful ; al Faisal, Mohammad Abdullah. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:123-142.

Full description at Econpapers || Download paper

2021What explains the real exchange rate movement for the BRICS nations? With a separate analysis for Indian economy. (2021). Arora, Hariom. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:207-232.

Full description at Econpapers || Download paper

2021An impulse response function analysis of the impact of modern payment technologies on money demand in Nigeria. (2021). Nwaobi, Godwin ; Iorngurum, Tersoo. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:97-112.

Full description at Econpapers || Download paper

2022Linear and nonlinear effect of exchange rate on inflation in Pakistan. (2022). Munir, Kashif. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:165-174.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021Imported Intermediate Inputs and Manufactured Exports in Nigeria: The Role of Dual Exchange Rate Regime. (2021). Sule, Abubakar ; Shitile, Tersoo Shimonkabir ; Doki, Naomi Onyeje. In: African Journal of Economic Review. RePEc:ags:afjecr:308770.

Full description at Econpapers || Download paper

2021Determinants of Tax Revenue in Liberia: An Empirical Investigation. (2021). Kollie, Genesis B ; Prowd, Roosesvelt S. In: African Journal of Economic Review. RePEc:ags:afjecr:315790.

Full description at Econpapers || Download paper

2021Can Governments Enhance Long-run Growth by Reallocating Public Expenditure? Empirical Evidence from Tanzania. (2021). Mwamkonko, Mussa Ally. In: African Journal of Economic Review. RePEc:ags:afjecr:315799.

Full description at Econpapers || Download paper

2021Globalization and Exchange Rate Pass Through: Evidence from Zambia. (2021). Fandamu, Mercy ; Ndulo, Manenga. In: African Journal of Economic Review. RePEc:ags:afjecr:315813.

Full description at Econpapers || Download paper

2021Potato and Tomato Supply and Yield Responses to Policy in Ethiopia. (2021). Shikur, Zewdie Habte. In: African Journal of Economic Review. RePEc:ags:afjecr:315814.

Full description at Econpapers || Download paper

2021Growth Effects of Foreign Direct Investments in Zimbabwe: Do Sources Matter?. (2021). Regret, Sunge ; Kudakwashe, Chinyanganya. In: African Journal of Economic Review. RePEc:ags:afjecr:315818.

Full description at Econpapers || Download paper

2022A Historical Cum Empirical Overview of Agriculture Spending and Output Nexus in India. (2022). Rymbai, Motika Sinha ; Mishra, Biswambhara ; Ahmad, Masroor ; Khanday, Shafi Ahmad ; Ul, Samir. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:327260.

Full description at Econpapers || Download paper

2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Vertikale Preisbeziehungen - Beziehungen zwischen Erzeuger- und Verbraucherpreisen. (2021). von Cramon-Taubadel, Stephan. In: IAMO Discussion Papers. RePEc:ags:iamodp:310088.

Full description at Econpapers || Download paper

2021The Determinants of Agricultural Exports: Empirical Validation for the Case of Tunisia. (2021). Zidi, Ahmed ; Khalfallah, Sirine ; Bakari, Sayef. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:316272.

Full description at Econpapers || Download paper

2022On Policy Interventions and Vertical Price Transmission: the Italian Milk Supply Chain Case. (2021). Santeramo, Fabio ; Antonioli, Federico. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310533.

Full description at Econpapers || Download paper

2021Female Labour Force Participation in Saudi Arabia and its Determinants. (2021). Agboola, Mary Oluwatoyin. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:310288.

Full description at Econpapers || Download paper

2021Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models. (2011). Nielsen, Morten. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273758.

Full description at Econpapers || Download paper

2021Cov?d-19 Krizinin Petrol Fiyatlar? Üzerine Etkisi. (2021). Kulolu, Ayhan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:3:p:710-727.

Full description at Econpapers || Download paper

2022Exploring the Nexus between Domestic Consumption of Milled Rice (DCM) and the Gross Domestic Product (GDP) of Bangladesh. (2022). Hassan, Md Khalid ; Rahman, Md Atiqur. In: International Journal of Science and Business. RePEc:aif:journl:v:17:y:2022:i:1:p:21-30.

Full description at Econpapers || Download paper

2021Digitalization as vehicle for Financial Institutions’ Growth and Effectiveness. (2021). Ofierohor, Ufuoma Earnest ; Okereke, Emeka. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:1:p:105-114.

Full description at Econpapers || Download paper

2021Long-run stability of money demand and monetary policy: the case of Algeria. (2021). Boucekkine, Raouf ; Laksaci, Mohammed ; Touati-Tliba, Mohamed. In: AMSE Working Papers. RePEc:aim:wpaimx:2104.

Full description at Econpapers || Download paper

2022HOW DO THE MACROECONOMIC DETERMINANTS UNDERPIN THE CAPITAL MARKET DEVELOPMENT IN NORTH MACEDONIA?. (2022). Hristoski, Ilija ; Spaseska, Tatjana . In: Management and Marketing Journal. RePEc:aio:manmar:v:xx:y:2022:i:2:p:286-325.

Full description at Econpapers || Download paper

2022Political instability and economic growth in Nigeria. (2022). Zubair, Taofeek Bidemi ; Arowolo, Omobola Hannah ; Akinlo, Taiwo. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202209.

Full description at Econpapers || Download paper

2021The Impacts of Oil Prices, Exchange Rate and COVID-19 Pandemic on BIST Petrochemical Market. (2021). Camoglu, Seval Mutlu. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:1:p:17-33.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Relationship between the Service Sector and Economic Growth: Evidence from China. (2021). Murselzade, Vusal ; Cavusoglu, Behiye. In: Asian Journal of Social Sciences and Management Studies. RePEc:aoj:ajssms:2021:p:15-22.

Full description at Econpapers || Download paper

2022Foreign Direct Investment and Inclusive Growth: The Role of the Financial Sector Development. (2022). Uko, Aham Kelvin ; KelvinUko, Aham ; Nkoro, Emeka. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:11:y:2022:i:2:p:144-162.

Full description at Econpapers || Download paper

2021Efekt fiskalny uszczelniania systemu podatkowego w Polsce: próba oszacowania w zakresie podatku CIT. (2021). Oykowski, Aleksander ; Konopczak, Karolina. In: Ekonomista. RePEc:aoq:ekonom:v:1:y:2021:p:25-55.

Full description at Econpapers || Download paper

2021The Effect of Amazon Deforestationon Global Climate Variables. (2021). Cornejo, Magdalena ; Ahumada, Hildegart. In: Working Papers. RePEc:aoz:wpaper:94.

Full description at Econpapers || Download paper

2022Geometrically stopped Markovian random growth processes and Pareto tails. (2019). Toda, Alexis Akira ; Beare, Brendan. In: Papers. RePEc:arx:papers:1712.01431.

Full description at Econpapers || Download paper

2021Synthetic Controls with Imperfect Pre-Treatment Fit. (2019). Pinto, Cristine ; Ferman, Bruno. In: Papers. RePEc:arx:papers:1911.08521.

Full description at Econpapers || Download paper

2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

Full description at Econpapers || Download paper

2022Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204.

Full description at Econpapers || Download paper

2021Cointegration in large VARs. (2020). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2006.14179.

Full description at Econpapers || Download paper

2022Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

Full description at Econpapers || Download paper

2021Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820.

Full description at Econpapers || Download paper

2021Theory and Applications of Financial Chaos Index. (2021). Peyghami, Reza M ; Yang, Zijiang ; Chen, Shengyuan ; Ataei, Masoud. In: Papers. RePEc:arx:papers:2101.02288.

Full description at Econpapers || Download paper

2021The Macroeconomic Impacts of Entitlements. (2021). Syed, Ateeb Akhter Shah ; Fatima, Kaneez ; Shah, Ateeb Akhter ; Arshad, Riffat. In: Papers. RePEc:arx:papers:2102.01609.

Full description at Econpapers || Download paper

2021Interdependencies between Mining Costs, Mining Rewards and Blockchain Security. (2021). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:2102.08107.

Full description at Econpapers || Download paper

2021Monitoring the pandemic: A fractional filter for the COVID-19 contact rate. (2021). Hartl, Tobias. In: Papers. RePEc:arx:papers:2102.10067.

Full description at Econpapers || Download paper

2021Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626.

Full description at Econpapers || Download paper

2021Forecasting open-high-low-close data contained in candlestick chart. (2021). Wang, Shanshan ; Huang, Wenyang. In: Papers. RePEc:arx:papers:2104.00581.

Full description at Econpapers || Download paper

2021The Impact of Brazil on Global Grain Dynamics: A Study on Cross-Market Volatility Spillovers. (2021). Avileis, Felipe ; Mallory, Mindy. In: Papers. RePEc:arx:papers:2104.12706.

Full description at Econpapers || Download paper

2021Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346.

Full description at Econpapers || Download paper

2021On the mementum of Meme Stocks. (2021). , Carlo ; Iacopini, Matteo ; Costola, Michele. In: Papers. RePEc:arx:papers:2106.03691.

Full description at Econpapers || Download paper

2021Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894.

Full description at Econpapers || Download paper

2021Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems. (2021). , Peter ; PEter, ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:2108.03486.

Full description at Econpapers || Download paper

2022Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783.

Full description at Econpapers || Download paper

2021Evaluation of Dynamic Cointegration-Based Pairs Trading Strategy in the Cryptocurrency Market. (2021). Kortchmeski, Irina ; Tadi, Masood. In: Papers. RePEc:arx:papers:2109.10662.

Full description at Econpapers || Download paper

2021Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051.

Full description at Econpapers || Download paper

2022Stock prices and Macroeconomic indicators: Investigating a correlation in Indian context. (2021). Mehta, Ram ; Patni, Sujay ; Rawat, Dhruv. In: Papers. RePEc:arx:papers:2112.08071.

Full description at Econpapers || Download paper

2022TANK meets Diaz-Alejandro: Household heterogeneity, non-homothetic preferences & policy design. (2022). Camara, Santiago. In: Papers. RePEc:arx:papers:2201.02916.

Full description at Econpapers || Download paper

2022Impact of Gold Prices on Stock Exchange: An Empirical Case Study of Nepal. (2022). Gautam, Madhu Sudan ; Bhusal, Aneel. In: Papers. RePEc:arx:papers:2202.00007.

Full description at Econpapers || Download paper

2022Asymptotics of Cointegration Tests for High-Dimensional VAR($k$). (2022). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2202.07150.

Full description at Econpapers || Download paper

2022GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691.

Full description at Econpapers || Download paper

2022A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions. (2022). Jentsch, Carsten ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2204.01373.

Full description at Econpapers || Download paper

2022Bootstrap Cointegration Tests in ARDL Models. (2022). Zoia, Maria Grazia ; Vacca, Gianmarco ; Bertelli, Stefano. In: Papers. RePEc:arx:papers:2204.04939.

Full description at Econpapers || Download paper

2022Generic Identifiability for REMIS: The Cointegrated Unit Root VAR. (2022). Deistler, Manfred ; Soegner, Leopold ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2204.05952.

Full description at Econpapers || Download paper

2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

Full description at Econpapers || Download paper

2022The Econometrics of Financial Duration Modeling. (2022). Cavaliere, Giuseppe ; Vilandt, Frederik ; Rahbek, Anders ; Mikosch, Thomas. In: Papers. RePEc:arx:papers:2208.02098.

Full description at Econpapers || Download paper

2022Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model. (2022). Tian, Ting ; Yang, Haisheng ; Xiong, Zhixi ; Wang, Xueqin ; Jiang, Yukang. In: Papers. RePEc:arx:papers:2209.05998.

Full description at Econpapers || Download paper

2022The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

Full description at Econpapers || Download paper

2022Fast Inference for Quantile Regression with Tens of Millions of Observations. (2022). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2209.14502.

Full description at Econpapers || Download paper

2022From Rules to Regs: A Structural Topic Model of Collusion Research. (2022). Schmal, Benedikt W. In: Papers. RePEc:arx:papers:2210.02957.

Full description at Econpapers || Download paper

2022A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288.

Full description at Econpapers || Download paper

2022Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

Full description at Econpapers || Download paper

2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

Full description at Econpapers || Download paper

2022Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176.

Full description at Econpapers || Download paper

2021Exploring the Impact of Exports on Clean Energy Consumption in China: An Empirical Study. (2021). He, Jun ; Ebaidalla, Ebaidalla Mahjoub ; Li, Zhaohua. In: Asian Development Policy Review. RePEc:asi:adprev:2021:p:44-56.

Full description at Econpapers || Download paper

2021Monetary Policy Channels and Agricultural Performance: Evidence from Nigeria. (2021). Popoola, Olabisi ; Inegbedion, Henry ; Lawal, Adedoyin Isola ; Maimako, Rotdelmwa Filibus ; Asaleye, Abiola John. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:205-218.

Full description at Econpapers || Download paper

2021The Nexus Between Economic Growth, Financial Development, Financial Inclusion and Financial Innovation in Africa. (2021). Chinoda, Tough ; Otekunrin, Adegbola Olubukola ; Matowanyika, Kudzanai. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:672-681.

Full description at Econpapers || Download paper

2021The Short and Long Run Dynamics of Monetary Policy, Oil Price Volatility and Economic Growth in the CEMAC Region. (2021). Maredza, Andrew ; Olamide, Ebenezer G. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:78-89.

Full description at Econpapers || Download paper

2021Openness and Agricultural Performance in Nigeria. (2021). Umaru, Aminu ; Inusa, Eshiozemhe Micheal. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2021:p:132-144.

Full description at Econpapers || Download paper

2021Effect of Natural Resources on Economic Growth in Pakistan: A Time Series Analysis. (2021). Khan, Maria. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2021:p:29-47.

Full description at Econpapers || Download paper

2021The Future of Saudi Arabia’s Date Exports Using a Cointegration Model. (2021). Alhashim, Jawad ; Alamri, Yosef ; Alderiny, Mahmoud ; Alnafissa, Mohamad. In: Asian Journal of Agriculture and rural Development. RePEc:asi:ajosrd:2021:p:113-119.

Full description at Econpapers || Download paper

2021Labor Productivity in France: Is the Slowdown of its Growth Inevitable or are there Levers to fight it?. (2021). Girard, Pierre-Luis ; Bruneau, Catherine. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i1-1.

Full description at Econpapers || Download paper

2022Rural Structural Transformation and Agricultural Productivity in Nigeria. (2022). Abiola, Abidemi ; Adefabi, Rasak A. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev8i2-2.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022Impact of Agriculture Land and Population Density on Economic Growth: An Empirical Evidence from India. (2022). Phougat, Sunil ; Singh, Kamaljit ; Kumar, Deepak. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:4:p:180-195.

Full description at Econpapers || Download paper

2022Do Credits Affect Money Supply and Deposits, or Vice Versa, or Interconnected?. (2022). Hasanov, Mubariz ; Tiryaki, Goksel. In: Journal of BRSA Banking and Financial Markets. RePEc:bdd:journl:v:16:y:2022:i:2:p:217-245.

Full description at Econpapers || Download paper

2021Forecasting corporate capital accumulation in Italy: the role of survey-based information. (2021). Giordano, Claire ; Silvestrini, Andrea ; Marinucci, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_596_21.

Full description at Econpapers || Download paper

2021REVISITING THE DEBT–GROWTH NEXUS: EVIDENCE FROM INDIA. (2021). Muniyoor, Krishna ; Saini, Pratibha. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:231:p:151-172.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Soren Johansen:

YearTitleTypeCited
2007Some identification problems in the cointegrated vector autoregressive model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper9
2010Some identification problems in the cointegrated vector autoregressive model.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2007Some Identification Problems in the Cointegrated Vector Autoregressive Model.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2007Likelihood inference for a nonstationary fractional autoregressive model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper96
2010Likelihood inference for a nonstationary fractional autoregressive model.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96		article
2007Likelihood Inference for a Nonstationary Fractional Autoregressive Model.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96		paper
2009Likelihood Inference For A Nonstationary Fractional Autoregressive Model.(2009) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96		paper
2007Correlation, regression, and cointegration of nonstationary economic time series In: CREATES Research Papers.
[Full Text][Citation analysis]		paper13
2007Correlation, Regression, and Cointegration of Nonstationary Economic Time Series.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2007Selecting a Regression Saturated by Indicators In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2007Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2007Exact rational expectations, cointegration, and reduced rank regression In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2007Exact Rational Expectations, Cointegration, and Reduced Rank Regression.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2008Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate In: CREATES Research Papers.
[Full Text][Citation analysis]		paper6
2007Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2008An analysis of the indicator saturation estimator as a robust regression estimator In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2008An analysis of the indicator saturation estimator as a robust regression estimator.(2008) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2009A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings In: CREATES Research Papers.
[Full Text][Citation analysis]		paper10
2008A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2009On a numerical and graphical technique for evaluating some models involving rational expectations In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2009On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations.(2009) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2010Likelihood inference for a fractionally cointegrated vector autoregressive model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper172
2012Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2012) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 172		article
2010Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 172		paper
2010Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 172		paper
2010The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2010The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2011The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level.(2011) In: DSS Empirical Economics and Econometrics Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2010A necessary moment condition for the fractional functional central limit theorem In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2012A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM.(2012) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2010A Necessary Moment Condition for the Fractional Functional Central Limit Theorem.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2010A Necessary Moment Condition For The Fractional Functional Central Limit Theorem.(2010) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2010An invariance property of the common trends under linear transformations of the data In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2010An Invariance Property of the Common Trends under Linear Transformations of the Data.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2011An extension of cointegration to fractional autoregressive processes In: CREATES Research Papers.
[Full Text][Citation analysis]		paper8
2010An Extension of Cointegration to Fractional Autoregressive Processes.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2011Some econometric results for the Blanchard-Watson bubble model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2011Some Econometric Results for the Blanchard-Watson Bubble Model.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2011The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2011The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2011Statistical analysis of global surface air temperature and sea level using cointegration methods In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2011Statistical analysis of global surface air temperature and sea level using cointegration methods.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2011Asymptotic theory for iterated one-step Huber-skip estimators In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2011Asymptotic theory for iterated one-step Huber-skip estimators.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2012The Selection of ARIMA Models with or without Regressors In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2012The Selection of ARIMA Models with or without Regressors.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2012The role of initial values in nonstationary fractional time series models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper8
2012The role of initial values in nonstationary fractional time series models.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2013Asymptotic analysis of the Forward Search In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2013Asymptotic analysis of the Forward Search.(2013) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2013Asymptotic analysis of the Forward Search.(2013) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2014Times Series: Cointegration In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2014Times Series: Cointegration.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2014Outlier detection algorithms for least squares time series regression In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2014Outlier detection algorithms for least squares time series regression.(2014) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2014Optimal hedging with the cointegrated vector autoregressive model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2014Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2014Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2015Data revisions and the statistical relation of global mean sea-level and temperature In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2015DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2016Tightness of M-estimators for multiple linear regression in time series In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2016The cointegrated vector autoregressive model with general deterministic terms In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2018The cointegrated vector autoregressive model with general deterministic terms.(2018) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2016The cointegrated vector autoregressive model with general deterministic terms.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2016The Cointegrated Vector Autoregressive Model With General Deterministic Terms.(2016) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2017Cointegration between trends and their estimators in state space models and CVAR models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2017Cointegration between trends and their estimators in state space models and CVAR models.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2017The role of cointegration for optimal hedging with heteroscedastic error term In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2017The role of cointegration for optimal hedging with heteroscedastic error term.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2017Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2017Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles.(2017) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2017Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2017The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2017THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment.(2017) In: Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017Testing the CVAR in the fractional CVAR model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper8
2018Testing the CVAR in the Fractional CVAR Model.(2018) In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2017Testing the CVAR in the fractional CVAR model.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2017Testing The Cvar In The Fractional Cvar Model.(2017) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2018Nonstationary cointegration in the fractionally cointegrated VAR model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper18
2019Nonstationary Cointegration in the Fractionally Cointegrated VAR Model.(2019) In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		article
2018Nonstationary cointegration in the fractionally cointegrated VAR model.(2018) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2018Nonstationary Cointegration In The Fractionally Cointegrated Var Model.(2018) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2019The analysis of marked and weighted empirical processes of estimated residuals In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2019The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2019PARENTING VALUES MODERATE THE INTERGENRATIONAL TRANSMISSION OF TIME PREFERENCES.(2019) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals.(2019) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals.(2019) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2019SUBJECTIVE MODELS OF THE MACROECONOMY: EVIDENCE FROM EXPERTS AND A REPRESENTATIVE SAMPLE.(2019) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2019Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood.(2019) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2019Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood.(2019) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2021Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2021Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models.(2021) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2008Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression In: American Economic Review.
[Full Text][Citation analysis]		article90
2007Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90		paper
2022Weak convergence to derivatives of fractional Brownian motion In: Papers.
[Full Text][Citation analysis]		paper0
2004Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2003The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article6
2001The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model.(2001) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
1990Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article5027
1992Determination of Cointegration Rank in the Presence of a Linear Trend. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article452
1991Determination of Cointegration Rank in the Presence of a Linear Trend..(1991) In: Helsinki - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 452		paper
2005Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article53
2002Discussion In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article0
2016Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article32
2016Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article33
2011On a Graphical Technique for Evaluating Some Rational Expectations Models In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article2
1995A Stastistical Analysis of Cointegration for I(2) Variables In: Econometric Theory.
[Full Text][Citation analysis]		article70
1991A Statistical Analsysis of Cointegration for I(2) Variables..(1991) In: Helsinki - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 70		paper
2000A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS In: Econometric Theory.
[Full Text][Citation analysis]		article105
1999A Bartlett Correction Factor for Tests on the Cointegrating Relations..(1999) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 105		paper
2005A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES In: Econometric Theory.
[Full Text][Citation analysis]		article0
2008A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]		article135
2015MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory.
[Full Text][Citation analysis]		article37
2012Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2016THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article32
2012The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models.(2012) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2019BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article1
1992A Representation of Vector Autoregressive Processes Integrated of Order 2 In: Econometric Theory.
[Full Text][Citation analysis]		article112
1995The Role of Ancillarity in Inference for Non-stationary Variables. In: Economic Journal.
[Full Text][Citation analysis]		article4
1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. In: Econometrica.
[Full Text][Citation analysis]		article4748
2002A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model In: Econometrica.
[Citation analysis]		article185
1999Some tests for parameter constancy in cointegrated VAR-models In: Econometrics Journal.
[Citation analysis]		article416
2000Cointegration analysis in the presence of structural breaks in the deterministic trend In: Econometrics Journal.
[Full Text][Citation analysis]		article395
2004More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term In: Econometrics Journal.
[Full Text][Citation analysis]		article18
1988Statistical analysis of cointegration vectors In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article7127
2000Modelling of cointegration in the vector autoregressive model In: Economic Modelling.
[Full Text][Citation analysis]		article53
2002A small sample correction for tests of hypotheses on the cointegrating vectors In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
1999A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors..(1999) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 33		paper
2006Statistical analysis of hypotheses on the cointegrating relations in the I(2) model In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2010Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate In: Journal of Econometrics.
[Full Text][Citation analysis]		article45
2013Least squares estimation in a simple random coefficient autoregressive model In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2014An asymptotic invariance property of the common trends under linear transformations of the data In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
1992Cointegration in partial systems and the efficiency of single-equation analysis In: Journal of Econometrics.
[Full Text][Citation analysis]		article497
1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK In: Journal of Econometrics.
[Full Text][Citation analysis]		article760
1994Identification of the long-run and the short-run structure an application to the ISLM model In: Journal of Econometrics.
[Full Text][Citation analysis]		article293
1992Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model.(1992) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 293		paper
1995Identifying restrictions of linear equations with applications to simultaneous equations and cointegration In: Journal of Econometrics.
[Full Text][Citation analysis]		article213
1998Likelihood analysis of seasonal cointegration In: Journal of Econometrics.
[Full Text][Citation analysis]		article40
1997Likelihood Analysis of Seasonal Cointegration.(1997) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 40		paper
1999Testing exact rational expectations in cointegrated vector autoregressive models In: Journal of Econometrics.
[Full Text][Citation analysis]		article41
1992Testing weak exogeneity and the order of cointegration in UK money demand data In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article280
1991Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data..(1991) In: Helsinki - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 280		paper
1987Estimation of proportional covariances In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2000A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model. In: Economics Working Papers.
[Citation analysis]		paper7
2001Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data In: Economics Working Papers.
[Full Text][Citation analysis]		paper24
2001Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data.(2001) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
1997Mathematical and Statistical Modelling of Cointegration In: Economics Working Papers.
[Citation analysis]		paper1
1997Grangers Representation Theorem and Multicointegration In: Economics Working Papers.
[Citation analysis]		paper9
1991An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States. In: Australian National University - Department of Economics.
[Citation analysis]		paper4
2013Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator In: Econometrics.
[Full Text][Citation analysis]		article13
2017Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models In: Econometrics.
[Full Text][Citation analysis]		article4
2019Cointegration and Adjustment in the CVAR(?) Representation of Some Partially Observed CVAR(1) Models In: Econometrics.
[Full Text][Citation analysis]		article3
2020Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature In: Econometrics.
[Full Text][Citation analysis]		article1
2005Extracting Information from the Data: A Popperian View on Empirical Macro In: Discussion Papers.
[Full Text][Citation analysis]		paper5
2008An analysis of the indicator saturation estimator as a robust regression In: Discussion Papers.
[Full Text][Citation analysis]		paper14
2016Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2018Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2019The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes In: Discussion Papers.
[Full Text][Citation analysis]		paper2
1988Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland In: Discussion Papers.
[Citation analysis]		paper19
1989The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications In: Discussion Papers.
[Citation analysis]		paper19
1990Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK In: Discussion Papers.
[Citation analysis]		paper18
1992Recursive Estimation in Cointegrated VAR-Models In: Discussion Papers.
[Citation analysis]		paper39
1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models In: OUP Catalogue.
[Citation analysis]		book3148
1998Workbook on Cointegration In: OUP Catalogue.
[Citation analysis]		book43
2008Automatic selection of indicators in a fully saturated regression In: Computational Statistics.
[Full Text][Citation analysis]		article176
2008Automatic selection of indicators in a fully saturated regression.(2008) In: Computational Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		article
1994Testing Rational Expectations in Vector Autoregressive Models In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2003More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms In: Discussion Papers.
[Full Text][Citation analysis]		paper2
2009Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes In: Econometric Reviews.
[Full Text][Citation analysis]		article24
2019The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2014Optimal Hedging with the Vector Autoregressive Model In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2012The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration In: Contemporary Economics.
[Full Text][Citation analysis]		article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team