Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 2013
Stochastic Environmental Research and Risk (Journal)
Johansen, Søren (Review editor)
2013 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
- 2012
Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, Søren (Lecturer)
10 Nov 2012Activity: Talk or presentation types › Lecture and oral contribution
Invariance of common trends to the information set -with applications to term structure data
Johansen, Søren (Lecturer)
23 Oct 2012Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, Søren (Lecturer)
17 Oct 2012Activity: Talk or presentation types › Lecture and oral contribution
The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level
Johansen, Søren (Lecturer)
6 Jun 2012Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, Søren (Lecturer)
24 May 2012Activity: Talk or presentation types › Lecture and oral contribution
Universal versus ex post Probability Formulations
Johansen, Søren (Lecturer)
17 Apr 2012Activity: Talk or presentation types › Lecture and oral contribution
Outlier detection in regression using robust statistics
Johansen, Søren (Lecturer)
16 Mar 2012Activity: Talk or presentation types › Lecture and oral contribution
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren (Lecturer)
12 Jan 2012Activity: Talk or presentation types › Lecture and oral contribution
African Journal of Business Management (Journal)
Johansen, Søren (Review editor)
2012 → …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