ORA - Oxford University Research Archive

1 - 7 of 7

1

Working paper

The asymptotic distribution of likelihood ratio test statistics for cointegration in unstable vector autoregressive processes.

Bent Nielsen
2000-11-05

2

Journal article

Similarity Issues in Cointegration Analysis.

Bent Nielsen, Anders Rahbek
2000-01-01

3

Working paper

Order determination in general vector autoregressions.

Bent Nielsen
2001-01-01

4

Journal article

Conditional test for rank in bivariate canonical correlation analysis.

Bent Nielsen
2001-01-01

5

Journal article

Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend.

Soren Johansen, Rocco Mosconi, Bent Nielsen
2000-01-01

6

Working paper

Asymptotic properties of least squares statistics in general vector autoregressive models.

Bent Nielsen
2001-01-01

7

Journal article

The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes.

Bent Nielsen
2001-01-01

TO TOP