Department of Mathematical Sciences

 

 
  1. 2005
  2. Published

    Confronting the Economic Model with the Data

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-13.

    Research output: Working paper

  3. Published

    Extracting Information from the Data: A European View on Empirical Macro

    Johansen, Søren & Juselius, K., 2005, Department of Applied Mathematics and Statistics, p. 1-26.

    Research output: Working paper

  4. 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. 512-553

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  5. Published

    Moderne Økonometri

    Johansen, Søren & Juselius, Katarina, 2005, In: Samfundsøkonomen. 3, p. 4-7

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-23.

    Research output: Working paper

  7. 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. 589-610

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  8. Published

    The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

    Johansen, Søren, 2005, In: Oxford Bulletin of Economics and Statistics. 67, 1, p. 93-104

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    On Time-Reversibility and Estimating Functions for Markov Processes

    Kessler, M. & Sørensen, Michael, 2005, In: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 8, 1, p. 95-107

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    On modular mod ell Galois representations with exceptional images

    Kiming, Ian & Verrill, H. A., 2005, In: Journal of Number Theory. 110, p. 236-266

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    The mathematics of Public Key cryptography

    Kiming, Ian, 2005, København: Niels Bohr Institutet.

    Research output: Book/ReportReportCommunication