Henrik Hansen

Some tests for parameter constancy in cointegrated VAR-models

Søren Johansen, S. Johansen, Henrik Hansen, 1999 .

An Omnibus Test for Univariate and Multivariate Normality

J. Doornik, Henrik Hansen, 2008 .

PRACTITIONERS' CORNER An Omnibus Test for Univariate and Multivariate Normality Å

J. Doornik, Henrik Hansen, 2008 .

Approximate Conditional Unit Root Inference

Anders Rahbek, Henrik Hansen, 2002 .

Recursive Estimation in Cointegrated VAR-Models

Søren Johansen, S. Johansen, Henrik Hansen, 1992 .

Recursive Estimation in Cointegrated VAR-Models

S. Johansen, Henrik Hansen, 1992 .