Søren Johansen

Søren Johansen

Professor, emeritus

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

  2. 25 year with cointegration

    Johansen, Søren (Lecturer)

    10 Dec 2009

    Activity: Talk or presentation types › Lecture 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 types › Lecture 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 types › Lecture 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 types › Lecture 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 types › Lecture 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 types › Lecture and oral contribution

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

    Johansen, Søren (Lecturer)

    1 Jul 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  9. Asymptotic analysis of the Forward Search

    Johansen, Søren (Lecturer)

    25 May 2013

    Activity: Talk or presentation types › Lecture and oral contribution

  10. Asymptotic analysis of the Forward Search

    Johansen, Søren (Lecturer)

    20 Mar 2014

    Activity: Talk or presentation types › Lecture 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 types › Lecture 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 types › Lecture and oral contribution

  13. Cointegration in the vector autoregressive model

    Johansen, Søren (Lecturer)

    9 Jan 2014

    Activity: Talk or presentation types › Lecture and oral contribution

  14. Cointegration in times series

    Johansen, Søren (Lecturer)

    23 Aug 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  15. Confronting the economic model with the data

    Johansen, Søren (Lecturer)

    8 Apr 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  16. Confronting the model with the data.

    Johansen, Søren (Lecturer)

    18 Dec 2009

    Activity: Talk or presentation types › Lecture and oral contribution

  17. Discussion of Presentation by Andrew Harvey

    Johansen, Søren (Lecturer)

    6 Dec 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  18. Fractional Cointegration

    Johansen, Søren (Lecturer)

    20 Mar 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  19. Indicator Saturation

    Johansen, Søren (Lecturer)

    8 Feb 2008

    Activity: Talk or presentation types › Lecture and oral contribution

  20. Indicator Saturation

    Johansen, Søren (Lecturer)

    8 Aug 2007

    Activity: Talk or presentation types › Lecture 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 types › Lecture and oral contribution

  22. Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    17 Mar 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  23. Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    11 Mar 2011

    Activity: Talk or presentation types › Lecture 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 types › Lecture 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 types › Lecture and oral contribution

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

    Johansen, Søren (Lecturer)

    24 May 2012

    Activity: Talk or presentation types › Lecture and oral contribution

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

    Johansen, Søren (Lecturer)

    17 Oct 2012

    Activity: Talk or presentation types › Lecture and oral contribution

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

    Johansen, Søren (Lecturer)

    10 Nov 2012

    Activity: Talk or presentation types › Lecture and oral contribution

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

    Johansen, Søren (Lecturer)

    20 Oct 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  30. Likelihood inference for a vector autoregressive model which allows for fractional and cofractional processes

    Johansen, Søren (Lecturer)

    8 Jun 2008

    Activity: Talk or presentation types › Lecture and oral contribution

  31. Matematisk Statistiske Modeller

    Johansen, Søren (Lecturer)

    7 Nov 2013

    Activity: Talk or presentation types › Lecture and oral contribution

  32. 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

  33. 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

  34. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    23 Feb 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  35. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    26 Oct 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  36. Outlier detection in regression using robust statistics

    Johansen, Søren (Lecturer)

    16 Mar 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  37. Some Topics in Fractional Cointegration

    Johansen, Søren (Lecturer)

    9 Mar 2009

    Activity: Talk or presentation types › Lecture and oral contribution

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

    Johansen, Søren (Lecturer)

    12 Jan 2012

    Activity: Talk or presentation types › Lecture and oral contribution

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

    Johansen, Søren (Lecturer)

    3 Nov 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  40. Some new results on the IIS algorithm

    Johansen, Søren (Lecturer)

    29 Oct 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  41. Spurious Regression and Correlation

    Johansen, Søren (Lecturer)

    6 Aug 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  42. Statistical Analysis of Fractional Data

    Johansen, Søren (Lecturer)

    1 Sep 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  43. 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

  44. 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

  45. The Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    9 Apr 2008

    Activity: Talk or presentation types › Lecture and oral contribution

  46. 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

  47. 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

  48. The fractionally cointegrated vector autoregressive process

    Johansen, Søren (Lecturer)

    28 Jun 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  49. 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

  50. Three identification problems in cointegration

    Johansen, Søren (Lecturer)

    3 Jun 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  51. To condtion or not to condition

    Johansen, Søren (Lecturer)

    29 Oct 2015

    Activity: Talk or presentation types › Lecture and oral contribution

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