- 2005
- 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
- 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. 93-104Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 95-107Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On modular mod ell Galois representations with exceptional images
Kiming, Ian & Verrill, H. A., 2005, In: Journal of Number Theory. 110, p. 236-266Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The mathematics of Public Key cryptography
Kiming, Ian, 2005, København: Niels Bohr Institutet.Research output: Book/Report › Report › Communication
- Published
Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed
Konstantinides, D. & Mikosch, Thomas Valentin, 2005, In: Annals of Probability. 33, p. 1992-2035Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Entropy and Law of Small Numbers
Kontoyiannis, I. & Harremöes, P., 2005, In: IEEE Transactions on Information Theory. 51, p. 466-472Research output: Contribution to journal › Journal article › Research › peer-review
- Published
How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach
Kraft, H. & Steffensen, Mogens, 2005, Københavns Universitet: H.C.Ø.-Tryk, p. 1-32.Research output: Working paper › Research
- Published
Asymptotics of the QMLE for a Class of ARCH(q) Models
Kristensen, D. & Rahbek, Anders, 2005, In: Econometric Theory. 21, 5, p. 946-961Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Asymptotics of the QMLE for General ARCH(q) Models
Kristensen, D. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, p. 1-37.Research output: Working paper › Research
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An explorative analysis of ERCC1-19q13 copy number aberrations in a chemonaive stage III colorectal cancer cohort
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Faecal contamination and health aspects of processing tomatoes (Solanum lycopersicum) irrigated with wastewater treated by decentralised wastewater treatment technologies
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
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