Søren Johansen

Søren Johansen

Professor, emeritus

  1. Lecture and oral contribution
  2. 25 year with cointegration

    Johansen, Søren (Lecturer)

    10 Dec 2009

    Activity: Talk or presentation typesLecture and oral contribution

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

    Johansen, Søren (Lecturer)

    5 Sep 2013

    Activity: Talk or presentation typesLecture and oral contribution

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

    Johansen, Søren (Lecturer)

    15 Jun 2015

    Activity: Talk or presentation typesLecture and oral contribution

  5. An analysis of the indicator saturation estimator as a robust regression estimator

    Johansen, Søren (Lecturer)

    19 Jun 2009

    Activity: Talk or presentation typesLecture and oral contribution

  6. An analysis of the indicator saturation estimatoras a robust regression estimator

    Johansen, Søren (Lecturer)

    14 Apr 2009

    Activity: Talk or presentation typesLecture and oral contribution

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

    Johansen, Søren (Lecturer)

    22 Oct 2013

    Activity: Talk or presentation typesLecture and oral contribution

  8. An econometric analysis of the Blanchard-Watson bubble model

    Johansen, Søren (Lecturer)

    1 Jul 2011

    Activity: Talk or presentation typesLecture and oral contribution

  9. Asymptotic analysis of the Forward Search

    Johansen, Søren (Lecturer)

    25 May 2013

    Activity: Talk or presentation typesLecture and oral contribution

  10. Asymptotic analysis of the Forward Search

    Johansen, Søren (Lecturer)

    20 Mar 2014

    Activity: Talk or presentation typesLecture and oral contribution

  11. Asymptotic theory for iterated one-step Huber-skip estimators . A stochastic fixed point theorem

    Johansen, Søren (Lecturer)

    29 Oct 2011

    Activity: Talk or presentation typesLecture and oral contribution

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

    Johansen, Søren (Lecturer)

    12 Dec 2013

    Activity: Talk or presentation typesLecture and oral contribution

  13. Cointegration in the vector autoregressive model

    Johansen, Søren (Lecturer)

    9 Jan 2014

    Activity: Talk or presentation typesLecture and oral contribution

  14. Cointegration in times series

    Johansen, Søren (Lecturer)

    23 Aug 2015

    Activity: Talk or presentation typesLecture and oral contribution

  15. Confronting the economic model with the data

    Johansen, Søren (Lecturer)

    8 Apr 2007

    Activity: Talk or presentation typesLecture and oral contribution

  16. Confronting the model with the data.

    Johansen, Søren (Lecturer)

    18 Dec 2009

    Activity: Talk or presentation typesLecture and oral contribution

  17. Discussion of Presentation by Andrew Harvey

    Johansen, Søren (Lecturer)

    6 Dec 2007

    Activity: Talk or presentation typesLecture and oral contribution

  18. Fractional Cointegration

    Johansen, Søren (Lecturer)

    20 Mar 2007

    Activity: Talk or presentation typesLecture and oral contribution

  19. Indicator Saturation

    Johansen, Søren (Lecturer)

    8 Feb 2008

    Activity: Talk or presentation typesLecture and oral contribution

  20. Indicator Saturation

    Johansen, Søren (Lecturer)

    8 Aug 2007

    Activity: Talk or presentation typesLecture and oral contribution

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

    Johansen, Søren (Lecturer)

    23 Oct 2012

    Activity: Talk or presentation typesLecture and oral contribution

  22. Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    17 Mar 2011

    Activity: Talk or presentation typesLecture and oral contribution

  23. Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    11 Mar 2011

    Activity: Talk or presentation typesLecture and oral contribution

  24. Likelihood Inference for a Vector Autoregressive Model which allows for Fractional and Cofractional Processes

    Johansen, Søren (Lecturer)

    20 Mar 2009

    Activity: Talk or presentation typesLecture and oral contribution

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

    Johansen, Søren (Lecturer)

    19 Sep 2013

    Activity: Talk or presentation typesLecture and oral contribution

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

    Johansen, Søren (Lecturer)

    20 Oct 2015

    Activity: Talk or presentation typesLecture and oral contribution

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