Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236
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  1. Lecture and oral contribution

  2. Matematisk Statistiske Modeller

    Johansen, Søren (Lecturer)

    7 Nov 2013

    Activity: Talk or presentation types › Lecture and oral contribution

  3. On a numerical and graphical technique for evaluating some models involving rational expectations

    Johansen, Søren (Lecturer)

    20 Sep 2001

    Activity: Talk or presentation types › Lecture and oral contribution

  4. Optimal hedging and optimal Sharpe ratio in the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    17 Sep 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  5. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    23 Feb 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  6. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    26 Oct 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  7. Outlier detection in regression using robust statistics

    Johansen, Søren (Lecturer)

    16 Mar 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  8. Some Topics in Fractional Cointegration

    Johansen, Søren (Lecturer)

    9 Mar 2009

    Activity: Talk or presentation types › Lecture and oral contribution

  9. Some econometric results for the Blanchard-Watson bubble model

    Johansen, Søren (Lecturer)

    12 Jan 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  10. Some econometric results for the Blanchard-Watson bubble model

    Johansen, Søren (Lecturer)

    3 Nov 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  11. Some new results on the IIS algorithm

    Johansen, Søren (Lecturer)

    29 Oct 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  12. Spurious Regression and Correlation

    Johansen, Søren (Lecturer)

    6 Aug 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  13. Statistical Analysis of Fractional Data

    Johansen, Søren (Lecturer)

    1 Sep 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  14. Statistical analysis of global surface temperature and sea level using analysis of non stationary time series

    Johansen, Søren (Lecturer)

    22 Jan 2009

    Activity: Talk or presentation types › Lecture and oral contribution

  15. Statistical analysis of global surface temperature and sea level using analysis of non stationary time series

    Johansen, Søren (Lecturer)

    20 Feb 2010

    Activity: Talk or presentation types › Lecture and oral contribution

  16. The Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    9 Apr 2008

    Activity: Talk or presentation types › Lecture and oral contribution

  17. The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level

    Johansen, Søren (Lecturer)

    7 Nov 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  18. The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level

    Johansen, Søren (Lecturer)

    6 Jun 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  19. The fractionally cointegrated vector autoregressive process

    Johansen, Søren (Lecturer)

    28 Jun 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  20. Theoretical developments: an overview of recent results and some future problems Cointegration: Theory and Applications

    Johansen, Søren (Lecturer)

    27 Nov 2014

    Activity: Talk or presentation types › Lecture and oral contribution

  21. Three identification problems in cointegration

    Johansen, Søren (Lecturer)

    3 Jun 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  22. To condtion or not to condition

    Johansen, Søren (Lecturer)

    29 Oct 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  23. Towards a theory of statistical inference for fractionally cointegrated vector autoregressive processes

    Johansen, Søren (Lecturer)

    27 May 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  24. Transformation of cointegration and common trends under linear transformations of the data

    Johansen, Søren (Lecturer)

    15 Sep 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  25. Universal versus ex post Probability Formulations

    Johansen, Søren (Lecturer)

    17 Apr 2012

    Activity: Talk or presentation types › Lecture and oral contribution

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