Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
Most downloads
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3636 downloadsPublished
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
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3585 downloadsPublished
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
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3320 downloadsPublished
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
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2672 downloadsPublished
Some Econometric Results for the Blanchard-Watson Bubble Model
Research output: Working paper › Research
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2097 downloadsPublished
Outlier detection in regression using an iterated one-step approximation to the Huber-skip estimator
Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8722
Most downloads
-
3636
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
Published -
3585
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3320
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published