Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- Lecture and oral contribution
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
Cointegration in the vector autoregressive model
Johansen, Søren (Lecturer)
9 Jan 2014Activity: 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
Confronting the economic model with the data
Johansen, Søren (Lecturer)
8 Apr 2007Activity: 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
Discussion of Presentation by Andrew Harvey
Johansen, Søren (Lecturer)
6 Dec 2007Activity: Talk or presentation types › Lecture and oral contribution
Fractional Cointegration
Johansen, Søren (Lecturer)
20 Mar 2007Activity: Talk or presentation types › Lecture and oral contribution
Indicator Saturation
Johansen, Søren (Lecturer)
8 Feb 2008Activity: Talk or presentation types › Lecture and oral contribution
Indicator Saturation
Johansen, Søren (Lecturer)
8 Aug 2007Activity: 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
ID: 8722
Most downloads
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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