Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Paruolo, Paolo
and
Rahbek, Anders
1999.
Weak exogeneity in I(2) VAR systems.
Journal of Econometrics,
Vol. 93,
Issue. 2,
p.
281.
Johansen, Søren
2002.
A small sample correction for tests of hypotheses on the cointegrating vectors.
Journal of Econometrics,
Vol. 111,
Issue. 2,
p.
195.
Georgoutsos, Dimitris A.
and
Kouretas, Georgios P.
2004.
A Multivariate I(2)cointegration analysis of German hyperinflation.
Applied Financial Economics,
Vol. 14,
Issue. 1,
p.
29.
Lütkepohl, Helmut
2004.
New Directions in Macromodelling.
Vol. 269,
Issue. ,
p.
107.
Juselius, Katarina
2004.
New Directions in Macromodelling.
Vol. 269,
Issue. ,
p.
69.
Omtzigt, Pieter
and
Paruolo, Paolo
2005.
Impact factors.
Journal of Econometrics,
Vol. 128,
Issue. 1,
p.
31.
Bacchiocchi, Emanuele
and
Fanelli, Luca
2005.
Testing the purchasing power parity through I(2) cointegration techniques.
Journal of Applied Econometrics,
Vol. 20,
Issue. 6,
p.
749.
Johansen, Søren
and
Lütkepohl, Helmut
2005.
A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES.
Econometric Theory,
Vol. 21,
Issue. 03,
Kouretas, Georgios P.
and
Yannopoulos, Andreas
2006.
Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector.
Economic Modelling,
Vol. 23,
Issue. 2,
p.
316.
Paruolo, Paolo
2006.
Common trends and cycles in I(2) VAR systems.
Journal of Econometrics,
Vol. 132,
Issue. 1,
p.
143.
Johansen, Søren
2006.
Statistical analysis of hypotheses on the cointegrating relations in the model.
Journal of Econometrics,
Vol. 132,
Issue. 1,
p.
81.
Nielsen, Heino Bohn
2007.
A “maximum-eigenvalue” test for the cointegration ranks in I(2) vector autoregressions.
Economics Letters,
Vol. 94,
Issue. 3,
p.
445.
Johansen, Soren
Juselius, Katarina
Frydman, Roman
and
Goldberg, Michael D.
2008.
Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate.
SSRN Electronic Journal,
Frydman, Roman
Goldberg, Michael D.
Johansen, Soren
and
Juselius, Katarina
2008.
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings.
SSRN Electronic Journal,
Johansen, Søren
2008.
Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes.
Econometric Reviews,
Vol. 28,
Issue. 1-3,
p.
121.
Frydman, Roman
Goldberg, Michael D.
Johansen, Soren
and
Juselius, Katarina
2009.
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings.
SSRN Electronic Journal,
Juselius, Katarina
2009.
Palgrave Handbook of Econometrics.
p.
349.
Johansen, Søren
2009.
Handbook of Financial Time Series.
p.
671.
Takamitsu, Kurita
Nielsen, Heino Bohn
and
Rahbek, Anders
2009.
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application.
SSRN Electronic Journal,
Boswijk, H. Peter
2010.
MIXED NORMAL INFERENCE ON MULTICOINTEGRATION.
Econometric Theory,
Vol. 26,
Issue. 5,
p.
1565.