Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236
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  1. 2011

  2. 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

  3. Statistical Analysis of Fractional Data

    Johansen, Søren (Lecturer)

    1 Sep 2011

    Activity: Talk or presentation types › Lecture and oral contribution

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

    Johansen, Søren (Lecturer)

    1 Jul 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  5. The fractionally cointegrated vector autoregressive process

    Johansen, Søren (Lecturer)

    28 Jun 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  6. 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

  7. Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    17 Mar 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  8. Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    11 Mar 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  9. Communications in Statistics – Theory and Methods. (Journal)

    Johansen, Søren (Review editor)

    2011 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  10. Journal of Applied Econometrics (Journal)

    Johansen, Søren (Review editor)

    2011 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  11. Journal of Applied Econometrics. (Journal)

    Johansen, Søren (Review editor)

    2011 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  12. Journal of Econometrics (Journal)

    Johansen, Søren (Review editor)

    2011 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  13. 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

  14. Oxford Bulletin of Economics and Statistics (Journal)

    Johansen, Søren (Review editor)

    2011 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  15. 2010

  16. 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

  17. Advances in Data Analysis and Classification (Journal)

    Johansen, Søren (Review editor)

    2010 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  18. CHAOS (Journal)

    Johansen, Søren (Review editor)

    2010 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  19. Computational Statistics and Data Analysis (Journal)

    Johansen, Søren (Review editor)

    2010 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  20. Econometric Theory (Journal)

    Johansen, Søren (Review editor)

    2010 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  21. Economic Letters (Journal)

    Johansen, Søren (Review editor)

    2010 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  22. Journal of Applied Econometrics (Journal)

    Johansen, Søren (Review editor)

    2010 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  23. Journal of Econometrics (Journal)

    Johansen, Søren (Review editor)

    2010 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  24. Journal of Theoretical Probability (Journal)

    Johansen, Søren (Review editor)

    2010 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  25. Journal of the American Statistical Association (Journal)

    Johansen, Søren (Review editor)

    2010 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  26. 2009

  27. Confronting the model with the data.

    Johansen, Søren (Lecturer)

    18 Dec 2009

    Activity: Talk or presentation types › Lecture and oral contribution

  28. 25 year with cointegration

    Johansen, Søren (Lecturer)

    10 Dec 2009

    Activity: Talk or presentation types › Lecture and oral contribution

  29. 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

  30. 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

  31. 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

  32. Some Topics in Fractional Cointegration

    Johansen, Søren (Lecturer)

    9 Mar 2009

    Activity: Talk or presentation types › Lecture and oral contribution

  33. 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

  34. Econometric Theory (Journal)

    Johansen, Søren (Peer reviewer)

    1 Jan 2009 → 31 Dec 2009

    Activity: Peer-review and editorial work types › Editor of Research journal › Communication

  35. Journal of Econometrics (Journal)

    Johansen, Søren (Peer reviewer)

    1 Jan 2009

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  36. 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

  37. 2008

  38. 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

  39. The Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    9 Apr 2008

    Activity: Talk or presentation types › Lecture and oral contribution

  40. Indicator Saturation

    Johansen, Søren (Lecturer)

    8 Feb 2008

    Activity: Talk or presentation types › Lecture and oral contribution

  41. Econometric Theory (Journal)

    Johansen, Søren (Peer reviewer)

    1 Jan 2008 → 31 Dec 2008

    Activity: Peer-review and editorial work types › Editor of Research journal › Communication

  42. Economics (Journal)

    Johansen, Søren (Peer reviewer)

    1 Jan 2008 → 31 Dec 2008

    Activity: Peer-review and editorial work types › Editor of Research journal › Communication

  43. Energy Journal (Journal)

    Johansen, Søren (Peer reviewer)

    1 Jan 2008 → 31 Dec 2008

    Activity: Peer-review and editorial work types › Editor of Research journal › Communication

  44. Journal of Applied Econometrics (Journal)

    Johansen, Søren (Peer reviewer)

    1 Jan 2008 → 31 Dec 2008

    Activity: Peer-review and editorial work types › Editor of Research journal › Communication

  45. Journal of Econometrics (Journal)

    Johansen, Søren (Peer reviewer)

    1 Jan 2008 → 31 Dec 2008

    Activity: Peer-review and editorial work types › Editor of Research journal › Communication

  46. Oxford Bulletin of Economics and Statistics (Journal)

    Johansen, Søren (Peer reviewer)

    1 Jan 2008 → 31 Dec 2008

    Activity: Peer-review and editorial work types › Editor of Research journal › Communication

  47. 2007

  48. Discussion of Presentation by Andrew Harvey

    Johansen, Søren (Lecturer)

    6 Dec 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  49. Indicator Saturation

    Johansen, Søren (Lecturer)

    8 Aug 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  50. Spurious Regression and Correlation

    Johansen, Søren (Lecturer)

    6 Aug 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  51. Three identification problems in cointegration

    Johansen, Søren (Lecturer)

    3 Jun 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  52. Confronting the economic model with the data

    Johansen, Søren (Lecturer)

    8 Apr 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  53. Fractional Cointegration

    Johansen, Søren (Lecturer)

    20 Mar 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  54. 2001

  55. 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

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