Department of Mathematical Sciences

 

 
  1. 2004
  2. Published

    Cointegration; An Overview

    Johansen, Søren, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, p. 1-37.

    Research output: Working paperResearch

  3. Published

    Cointegration; a survey

    Johansen, Søren, 2004, Palgrave Handbook of Econometrics: Volume 1. Bind 1, Chapter 15 ed. Palgrave Macmillan: Palgrave Macmillan, p. 1-37

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

  4. Published

    Discussion of: Pesaran, M.H., Schuermann T., and Weiner S. M., Modeling regional interdependencies using a global error-correcting macroeconometric model

    Johansen, Søren, 2004, In: Journal of Business and Economic Statistics. 22, 2, p. 169-172

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Kointegration og fælles stokastiske trende

    Johansen, Søren, 2004, In: mat Matilde. 19, p. 11-13

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term

    Johansen, Søren & Swensen, A. R., 2004, In: Econometrics Journal. 7, p. 389-397

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Noncommutative plane curves

    Jøndrup, Søren, Laudal, O. A. & Sletsjøe, A. B., 2004, Stockholm, Sverige: Royal Swedish Academy of Sciences.

    Research output: Book/ReportReportCommunication

  8. Published

    Entropy measures of physics via complexity

    Kaniadakis, G. & Topsøe, Flemming, 2004, Entropy measures of physics via complexity. NJ, USA: IEEE Signal Processing Society, p. 40

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

  9. Published

    Estimation for Discretely observed Diffusions using Transform Functions

    Kelly, L., Platen, E. & Sørensen, Michael, 2004, In: Journal of Applied Probability. 41A, p. 99-118

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions

    Kessler, M. & Rahbek, Anders, 2004, In: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 7, 2, p. 137-151

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Construction of the real numbers

    Kiming, Ian, 2004, Construction of the real numbers. p. 22

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