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Celebrated Econometricians: Katarina Juselius and Søren Johansen

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This Special Issue collects contributions related to the advances in the theory and practice of Econometrics induced by the research of Katarina Juselius and Søren Johansen, whom this Special Issue aims to celebrate [...]
Title: Celebrated Econometricians: Katarina Juselius and Søren Johansen
Description:
This Special Issue collects contributions related to the advances in the theory and practice of Econometrics induced by the research of Katarina Juselius and Søren Johansen, whom this Special Issue aims to celebrate [.
].

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A Conversation with Katarina Juselius
A Conversation with Katarina Juselius
This article was prepared for the Special Issue ‘Celebrated Econometricians: Katarina Juselius and Søren Johansen’ of Econometrics. It is based on material recorded on 30–31 Octobe...
A Conversation with Søren Johansen
A Conversation with Søren Johansen
This article was prepared for the Special Issue “Celebrated Econometricians: Katarina Juselius and Søren Johansen” of Econometrics. It is based on material recorded on 30 October 2...
Testing the CVAR in the Fractional CVAR Model
Testing the CVAR in the Fractional CVAR Model
We consider the fractional cointegrated vector autoregressive (CVAR) model of Johansen and Nielsen (2012a) and show that the likelihood ratio test statistic for the usual CVAR mode...
A alen– J ohansen Estimator
A alen– J ohansen Estimator
Abstract The Aalen–Johansen estimator is a matrix version of the Kaplan–Meier estimator, which can be used to estimate the transition probability matrix of a Markov proce...
A alen– J ohansen Estimator
A alen– J ohansen Estimator
Abstract The Aalen–Johansen estimator is a matrix version of the Kaplan–Meier estimator, and it can be used to estimate the transition probability matrix of a Markov proc...
Eine strukturelle Untersuchung der „Erzählungen des alten Besenbinders Jens Drefsen“ von Christian Johansen
Eine strukturelle Untersuchung der „Erzählungen des alten Besenbinders Jens Drefsen“ von Christian Johansen
Abstract The “Erzählungen des alten Besenbinders Jens Drefsen” by Christian Johansen is a complex framework story. The short stories found in it are contained in two frames at diff...
IMPACT OF EXPORTS AND IMPORTS ON THE ECONOMIC GROWTH IN BURUNDI
IMPACT OF EXPORTS AND IMPORTS ON THE ECONOMIC GROWTH IN BURUNDI
This paper investigated the impact of exports and imports on the economic growth in Burundi. To achieve this purpose, annual data for the periods between 1989 and 2018 were tested....
The Oxford Handbook of Bayesian Econometrics
The Oxford Handbook of Bayesian Econometrics
Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian...

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