Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 2014
The econometric Journal (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
journal of econometrics (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
- 2013
Asymptotic theory of M-estimators for multiple regression Huber-skip estimator
Johansen, Søren (Lecturer)
12 Dec 2013Activity: Talk or presentation types › Lecture and oral contribution
Matematisk Statistiske Modeller
Johansen, Søren (Lecturer)
7 Nov 2013Activity: Talk or presentation types › Lecture and oral contribution
An asymptotic invariance property of the common trends under linear transformations of the data
Johansen, Søren (Lecturer)
22 Oct 2013Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, Søren (Lecturer)
19 Sep 2013Activity: Talk or presentation types › Lecture and oral contribution
A stochastic expansion of the Huber-skip estimator for multiple regression Huber-skip estimator
Johansen, Søren (Lecturer)
5 Sep 2013Activity: Talk or presentation types › Lecture and oral contribution
Asymptotic analysis of the Forward Search
Johansen, Søren (Lecturer)
25 May 2013Activity: Talk or presentation types › Lecture and oral contribution
Central European Journal of Operations Research (Journal)
Johansen, Søren (Review editor)
2013 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
MIT Press (Journal)
Johansen, Søren (Review editor)
2013 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
ID: 8722
Most downloads
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3632
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
Published -
3583
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3318
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published