Results 201 to 210 of about 31,779 (216)

A Wald test of restrictions on the cointegrating space based on Johansen's estimator

Economics Letters, 1998
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Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration [PDF]

, 2001
In this paper we discuss the similarity between the Anderson-Rubin test for overidentification in a Simultaneous Equations Model and the Johansen test for cointegration in a Vector Autoregressive model. The similar structure of the two models is shown to be important in this respect.
Hoogerheide, LF, van Dijk, Herman
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Wage Growth and Inflation in the United States: Further Evidence from Johansen's Cointegration Approach

The American Economist, 1997
This paper examines the relationship between wage growth and inflation in the United States. It has been hypothesized that an autonomous wage change represent a significant component of inflation determination. We adopted the recent technique of unit-root testing and Johansen's maximum likelihood procedure to show that, although, wage growth has some ...
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Stationarity and cointegration tests: Comparison of Engle - Granger and Johansen methodologies

1997
      
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Further evidence on the size and power of the Bierens and Johansen cointegration procedures [PDF]

Economics Bulletin, 2003
Although both the Johansen (1991, 1994) trace test and Bierens (1997a,b) nonparametric lambda-min test for cointegration have good size properties in Monte Carlo studies by Hubrich, Lutkepohl, and Saikkonen (2001) and Boswijk, Lucas, and Taylor (2000), the Bierens test has very low power.
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Johansen's test for cointegration [PDF]

Stata Technical Bulletin, 1995
Ken Heinecke, Charles Morris
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Performance of Johansen's Cointegration Test

1997
Chee Wee Poh, Randolph Tan
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An Empirical Analysis Using Johansen's Cointegration Approach

SSRN Electronic Journal, 1994
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Johansen cointegration of frequency response functions contaminated with nonstationary colored noise for structural damage detection

Journal of Sound and Vibration, 2023
Sahar Hassani, Mohsen Mousavi, Ulrike Dackermann   +2 more
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التكامل المشترك Cointegration test: Johansen Method مع التطبيق في Eviews

2020
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