Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 2001
On a numerical and graphical technique for evaluating some models involving rational expectations
Johansen, Søren (Lecturer)
20 Sep 2001Activity: Talk or presentation types › Lecture and oral contribution
- 2007
Fractional Cointegration
Johansen, Søren (Lecturer)
20 Mar 2007Activity: Talk or presentation types › Lecture and oral contribution
Confronting the economic model with the data
Johansen, Søren (Lecturer)
8 Apr 2007Activity: Talk or presentation types › Lecture and oral contribution
Three identification problems in cointegration
Johansen, Søren (Lecturer)
3 Jun 2007Activity: Talk or presentation types › Lecture and oral contribution
Spurious Regression and Correlation
Johansen, Søren (Lecturer)
6 Aug 2007Activity: Talk or presentation types › Lecture and oral contribution
Indicator Saturation
Johansen, Søren (Lecturer)
8 Aug 2007Activity: Talk or presentation types › Lecture and oral contribution
Discussion of Presentation by Andrew Harvey
Johansen, Søren (Lecturer)
6 Dec 2007Activity: Talk or presentation types › Lecture and oral contribution
- 2008
Econometric Theory (Journal)
Johansen, Søren (Peer reviewer)
1 Jan 2008 → 31 Dec 2008Activity: Peer-review and editorial work types › Editor of Research journal › Communication
Economics (Journal)
Johansen, Søren (Peer reviewer)
1 Jan 2008 → 31 Dec 2008Activity: Peer-review and editorial work types › Editor of Research journal › Communication
Energy Journal (Journal)
Johansen, Søren (Peer reviewer)
1 Jan 2008 → 31 Dec 2008Activity: Peer-review and editorial work types › Editor of Research journal › Communication
Journal of Applied Econometrics (Journal)
Johansen, Søren (Peer reviewer)
1 Jan 2008 → 31 Dec 2008Activity: Peer-review and editorial work types › Editor of Research journal › Communication
Journal of Econometrics (Journal)
Johansen, Søren (Peer reviewer)
1 Jan 2008 → 31 Dec 2008Activity: Peer-review and editorial work types › Editor of Research journal › Communication
Oxford Bulletin of Economics and Statistics (Journal)
Johansen, Søren (Peer reviewer)
1 Jan 2008 → 31 Dec 2008Activity: Peer-review and editorial work types › Editor of Research journal › Communication
Indicator Saturation
Johansen, Søren (Lecturer)
8 Feb 2008Activity: Talk or presentation types › Lecture and oral contribution
The Cointegrated Vector Autoregressive Model
Johansen, Søren (Lecturer)
9 Apr 2008Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model which allows for fractional and cofractional processes
Johansen, Søren (Lecturer)
8 Jun 2008Activity: Talk or presentation types › Lecture and oral contribution
- 2009
Econometric Theory (Journal)
Johansen, Søren (Peer reviewer)
1 Jan 2009 → 31 Dec 2009Activity: Peer-review and editorial work types › Editor of Research journal › Communication
Journal of Econometrics (Journal)
Johansen, Søren (Peer reviewer)
1 Jan 2009Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Theoretical and Applied Finance (Journal)
Johansen, Søren (Peer reviewer)
1 Jan 2009 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Statistical analysis of global surface temperature and sea level using analysis of non stationary time series
Johansen, Søren (Lecturer)
22 Jan 2009Activity: Talk or presentation types › Lecture and oral contribution
Some Topics in Fractional Cointegration
Johansen, Søren (Lecturer)
9 Mar 2009Activity: Talk or presentation types › Lecture and oral contribution
Likelihood Inference for a Vector Autoregressive Model which allows for Fractional and Cofractional Processes
Johansen, Søren (Lecturer)
20 Mar 2009Activity: Talk or presentation types › Lecture and oral contribution
An analysis of the indicator saturation estimatoras a robust regression estimator
Johansen, Søren (Lecturer)
14 Apr 2009Activity: Talk or presentation types › Lecture and oral contribution
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren (Lecturer)
19 Jun 2009Activity: Talk or presentation types › Lecture and oral contribution
25 year with cointegration
Johansen, Søren (Lecturer)
10 Dec 2009Activity: Talk or presentation types › Lecture and oral contribution
Confronting the model with the data.
Johansen, Søren (Lecturer)
18 Dec 2009Activity: Talk or presentation types › Lecture and oral contribution
- 2010
Advances in Data Analysis and Classification (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
CHAOS (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Computational Statistics and Data Analysis (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Econometric Theory (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Economic Letters (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Applied Econometrics (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Econometrics (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Theoretical Probability (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of the American Statistical Association (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Statistical analysis of global surface temperature and sea level using analysis of non stationary time series
Johansen, Søren (Lecturer)
20 Feb 2010Activity: Talk or presentation types › Lecture and oral contribution
- 2011
Communications in Statistics – Theory and Methods. (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Applied Econometrics (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Applied Econometrics. (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Econometrics (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
METHODOLOGY - European Journal of Research Methods for the Behavioral and Social Sciences (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Oxford Bulletin of Economics and Statistics (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Johansen, Søren (Lecturer)
11 Mar 2011Activity: Talk or presentation types › Lecture and oral contribution
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Johansen, Søren (Lecturer)
17 Mar 2011Activity: Talk or presentation types › Lecture and oral contribution
Towards a theory of statistical inference for fractionally cointegrated vector autoregressive processes
Johansen, Søren (Lecturer)
27 May 2011Activity: Talk or presentation types › Lecture and oral contribution
The fractionally cointegrated vector autoregressive process
Johansen, Søren (Lecturer)
28 Jun 2011Activity: Talk or presentation types › Lecture and oral contribution
An econometric analysis of the Blanchard-Watson bubble model
Johansen, Søren (Lecturer)
1 Jul 2011Activity: Talk or presentation types › Lecture and oral contribution
Statistical Analysis of Fractional Data
Johansen, Søren (Lecturer)
1 Sep 2011Activity: Talk or presentation types › Lecture and oral contribution
Transformation of cointegration and common trends under linear transformations of the data
Johansen, Søren (Lecturer)
15 Sep 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
ID: 8722
Most downloads
-
3634
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
Published -
3584
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3319
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published