Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 2015
To condtion or not to condition
Johansen, Søren (Lecturer)
29 Oct 2015Activity: Talk or presentation types › Lecture and oral contribution
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren (Lecturer)
26 Oct 2015Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, Søren (Lecturer)
20 Oct 2015Activity: Talk or presentation types › Lecture and oral contribution
Optimal hedging and optimal Sharpe ratio in the cointegrated vector autoregressive model
Johansen, Søren (Lecturer)
17 Sep 2015Activity: Talk or presentation types › Lecture and oral contribution
Cointegration in times series
Johansen, Søren (Lecturer)
23 Aug 2015Activity: 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)
15 Jun 2015Activity: Talk or presentation types › Lecture and oral contribution
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren (Lecturer)
23 Feb 2015Activity: Talk or presentation types › Lecture and oral contribution
Sixth Italian congress of econometrics and empirical economics
Johansen, Søren (Speaker)
21 Jan 2015Activity: Participating in an event - types › Participation in workshop, seminar, course
Communications in Statistics (Journal)
Johansen, Søren (Review editor)
2015 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Econometrics (Journal)
Johansen, Søren (Review editor)
2015 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Scandinavian Journal of Statistics (Journal)
Johansen, Søren (Peer reviewer)
2015 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
e-economics (Journal)
Johansen, Søren (Review editor)
2015 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
- 2014
Theoretical developments: an overview of recent results and some future problems Cointegration: Theory and Applications
Johansen, Søren (Lecturer)
27 Nov 2014Activity: Talk or presentation types › Lecture and oral contribution
Asymptotic analysis of the Forward Search
Johansen, Søren (Lecturer)
20 Mar 2014Activity: Talk or presentation types › Lecture and oral contribution
Cointegration in the vector autoregressive model
Johansen, Søren (Lecturer)
9 Jan 2014Activity: Talk or presentation types › Lecture and oral contribution
Journal of Common Market Studies (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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
Journal of Statistical Planning and Inference (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Mathematical Problems in Engineering (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Ocean Dynamics (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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
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
Econometric Theory (Journal)
Johansen, Søren (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Economic Modelling (Journal)
Johansen, Søren (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Hacettepe Journal of Mathematics and Statistics. (Journal)
Johansen, Søren (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Iranian Statistical Society (Journal)
Johansen, Søren (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Oxford Bulletin of Economics and Statistics (Journal)
Johansen, Søren (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Statistical Methods and Applications (Journal)
Johansen, Søren (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
- 2011
The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level
Johansen, Søren (Lecturer)
7 Nov 2011Activity: Talk or presentation types › Lecture and oral contribution
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren (Lecturer)
3 Nov 2011Activity: Talk or presentation types › Lecture and oral contribution
Asymptotic theory for iterated one-step Huber-skip estimators . A stochastic fixed point theorem
Johansen, Søren (Lecturer)
29 Oct 2011Activity: Talk or presentation types › Lecture and oral contribution
Some new results on the IIS algorithm
Johansen, Søren (Lecturer)
29 Oct 2011Activity: Talk or presentation types › Lecture and oral contribution
ID: 8722
Most downloads
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3642
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper
Published -
3586
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper
Published -
3324
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper
Published