Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236
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  1. 2011

  2. Some new results on the IIS algorithm

    Johansen, Søren (Lecturer)

    29 Oct 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  3. Some econometric results for the Blanchard-Watson bubble model

    Johansen, Søren (Lecturer)

    3 Nov 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  4. The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level

    Johansen, Søren (Lecturer)

    7 Nov 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  5. 2012

  6. African Journal of Business Management (Journal)

    Johansen, Søren (Review editor)

    2012 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  7. Econometric Theory (Journal)

    Johansen, Søren (Review editor)

    2012 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  8. Economic Modelling (Journal)

    Johansen, Søren (Review editor)

    2012 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  9. Hacettepe Journal of Mathematics and Statistics. (Journal)

    Johansen, Søren (Review editor)

    2012 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  10. Journal of Iranian Statistical Society (Journal)

    Johansen, Søren (Review editor)

    2012 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  11. Oxford Bulletin of Economics and Statistics (Journal)

    Johansen, Søren (Review editor)

    2012 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  12. Statistical Methods and Applications (Journal)

    Johansen, Søren (Review editor)

    2012 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  13. Some econometric results for the Blanchard-Watson bubble model

    Johansen, Søren (Lecturer)

    12 Jan 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  14. Outlier detection in regression using robust statistics

    Johansen, Søren (Lecturer)

    16 Mar 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  15. Universal versus ex post Probability Formulations

    Johansen, Søren (Lecturer)

    17 Apr 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  16. Likelihood inference for a vector autoregressive model for fractional and cofractional processes

    Johansen, Søren (Lecturer)

    24 May 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  17. The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level

    Johansen, Søren (Lecturer)

    6 Jun 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  18. Likelihood inference for a vector autoregressive model for fractional and cofractional processes

    Johansen, Søren (Lecturer)

    17 Oct 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  19. Invariance of common trends to the information set -with applications to term structure data

    Johansen, Søren (Lecturer)

    23 Oct 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  20. Likelihood inference for a vector autoregressive model for fractional and cofractional processes

    Johansen, Søren (Lecturer)

    10 Nov 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  21. 2013

  22. Central European Journal of Operations Research (Journal)

    Johansen, Søren (Review editor)

    2013 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  23. MIT Press (Journal)

    Johansen, Søren (Review editor)

    2013 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  24. Stochastic Environmental Research and Risk (Journal)

    Johansen, Søren (Review editor)

    2013 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  25. Asymptotic analysis of the Forward Search

    Johansen, Søren (Lecturer)

    25 May 2013

    Activity: Talk or presentation types › Lecture and oral contribution

  26. A stochastic expansion of the Huber-skip estimator for multiple regression Huber-skip estimator

    Johansen, Søren (Lecturer)

    5 Sep 2013

    Activity: Talk or presentation types › Lecture and oral contribution

  27. Likelihood inference for a vector autoregressive model for fractional and cofractional processes

    Johansen, Søren (Lecturer)

    19 Sep 2013

    Activity: Talk or presentation types › Lecture and oral contribution

  28. An asymptotic invariance property of the common trends under linear transformations of the data

    Johansen, Søren (Lecturer)

    22 Oct 2013

    Activity: Talk or presentation types › Lecture and oral contribution

  29. Matematisk Statistiske Modeller

    Johansen, Søren (Lecturer)

    7 Nov 2013

    Activity: Talk or presentation types › Lecture and oral contribution

  30. Asymptotic theory of M-estimators for multiple regression Huber-skip estimator

    Johansen, Søren (Lecturer)

    12 Dec 2013

    Activity: Talk or presentation types › Lecture and oral contribution

  31. 2014

  32. Journal of Common Market Studies (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  33. Journal of International Trade and Economic Development (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  34. Journal of Statistical Planning and Inference (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  35. Mathematical Problems in Engineering (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  36. Ocean Dynamics (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  37. The econometric Journal (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  38. journal of econometrics (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  39. Cointegration in the vector autoregressive model

    Johansen, Søren (Lecturer)

    9 Jan 2014

    Activity: Talk or presentation types › Lecture and oral contribution

  40. Asymptotic analysis of the Forward Search

    Johansen, Søren (Lecturer)

    20 Mar 2014

    Activity: Talk or presentation types › Lecture and oral contribution

  41. Theoretical developments: an overview of recent results and some future problems Cointegration: Theory and Applications

    Johansen, Søren (Lecturer)

    27 Nov 2014

    Activity: Talk or presentation types › Lecture and oral contribution

  42. 2015

  43. Communications in Statistics (Journal)

    Johansen, Søren (Review editor)

    2015 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  44. Econometrics (Journal)

    Johansen, Søren (Review editor)

    2015 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  45. Scandinavian Journal of Statistics (Journal)

    Johansen, Søren (Peer reviewer)

    2015 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  46. e-economics (Journal)

    Johansen, Søren (Review editor)

    2015 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  47. Sixth Italian congress of econometrics and empirical economics

    Johansen, Søren (Speaker)

    21 Jan 2015

    Activity: Participating in an event - types › Participation in workshop, seminar, course

  48. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    23 Feb 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  49. A stochastic expansion of the Huber-skip estimator for multiple regression Huber-skip estimator

    Johansen, Søren (Lecturer)

    15 Jun 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  50. Cointegration in times series

    Johansen, Søren (Lecturer)

    23 Aug 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  51. Optimal hedging and optimal Sharpe ratio in the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    17 Sep 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  52. Likelihood inference for a vector autoregressive model for fractional and cofractional processes

    Johansen, Søren (Lecturer)

    20 Oct 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  53. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    26 Oct 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  54. To condtion or not to condition

    Johansen, Søren (Lecturer)

    29 Oct 2015

    Activity: Talk or presentation types › Lecture and oral contribution

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