Department of Mathematical Sciences

 

 
  1. 1991
  2. Published

    Determination of Cointegration Rank in the Presence of Linear Trend

    Johansen, Søren, 1991, Københavns Universitet, p. 15.

    Research output: Working paper

  3. Published

    Estimating Systems of Trending Variables

    Johansen, Søren, 1991, Københavns Univiversitet, p. 35.

    Research output: Working paper

  4. Published

    Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

    Johansen, Søren, 1991, In: Econometrica. 59, 6, p. 1551-80

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Statistical Analysis of Cointegration Vectors

    Johansen, Søren, 1991, Long-Run Economic Relationships-Readings in Cointegration. Granger, C. & Engle, R. (eds.). Oxford University Press, p. 131-52

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

  6. Published

    Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data

    Johansen, Søren, 1991, Københavns Universitet, p. 31.

    Research output: Working paper

  7. Published

    The Power Function of the Likelihood Ratio Test for Cointegration

    Johansen, Søren, 1991, Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Models. Gruber, J. (ed.). Springer, p. 324-335 23 p.

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

  8. Published

    Some remarks on affine group graded rings

    Jøndrup, Søren, 1991, In: Communications in Algebra. 19, 1, p. 119-24

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    The group of automorphisms of certain subalgebras of matrix algebras

    Jøndrup, Søren, 1991, In: Journal of Algebra. 141, p. 106-14

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Locally Compact F'-Spaces, Sub-Stonean Spaces and Quotients of Locally Compact Groups

    Kehlet, E. T., 1991, In: Mathematica Scandinavica. 68, 2, p. 269-272

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Bringer sorte katte ulykke

    Larsen, M. E., 1991, In: Illustreret Videnskab. 12, p. 7

    Research output: Contribution to journalJournal articleResearch