Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 1987
- Published
Estimation of Proportional Covariances.
Johansen, Søren & Tolver Jensen, S., 1987, In: Statistics & Probability Letters. 6, p. 83-85 3 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The Asymptotic Properties of the Cornish-Bowden Eisenthal Median Estimator.
Johansen, Søren & Dalgaard, P., 1987, In: Journal of Statistical Planning and Inference. 15, p. 279-299 21 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 1988
- Published
Statistical Analysis of Cointegration Vectors.
Johansen, Søren, 1988, In: Journal of Economic Dynamics and Control. 12, p. 231-254 24 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The Mathematical Structure of Error Correction Models
Johansen, Søren, 1988, In: Contemporary Mathematics. 80, p. 359--386 28 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 1990
- Published
A Survey of Product-Integration with a View Towards Applications in Survival Analysis.
Johansen, Søren & Gill, R. D., 1990, In: Annals of Statistics. 18, p. 1501-1555 55 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Hotelling's Theorem on the Volume of Tubes: some Illustrations in Simultaneous Inference and Data Analysis.
Johansen, Søren & Johnstone, I., 1990, In: Annals of Statistics. 2, p. 652-684 33 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Maximum Likelihood Estimation and Inference on Cointegration — with Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics 52, 169–210 (1990). (With K. Juselius)
Johansen, Søren & Juselius, Katarina, 1990, In: Oxford Bulletin of Economics and Statistics. 52, p. 169-210 42 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 1991
- Published
A Statistical Analysis of Cointegration for I(2) Variables
Johansen, Søren, 1991, Københavns Universitet, p. 26.Research output: Working paper
- Published
An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and USA
Johansen, Søren, 1991, København, Kbh.Univ., p. 25.Research output: Working paper
- Published
Comments on E.E. Leamer: A Baysian perspective in inference from macroeconomic data
Johansen, Søren, 1991, In: Scandinavian Journal of Economics. 93, p. 249-51Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8722
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3642
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper
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3587
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper
Published -
3326
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper
Published