Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
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
Journal of the American Statistical Association (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Johansen, Søren (Lecturer)
17 Mar 2011Activity: Talk or presentation types › Lecture and oral contribution
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Johansen, Søren (Lecturer)
11 Mar 2011Activity: Talk or presentation types › Lecture and oral contribution
Likelihood Inference for a Vector Autoregressive Model which allows for Fractional and Cofractional Processes
Johansen, Søren (Lecturer)
20 Mar 2009Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, Søren (Lecturer)
19 Sep 2013Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, Søren (Lecturer)
24 May 2012Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, Søren (Lecturer)
10 Nov 2012Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, Søren (Lecturer)
20 Oct 2015Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, Søren (Lecturer)
17 Oct 2012Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model which allows for fractional and cofractional processes
Johansen, Søren (Lecturer)
8 Jun 2008Activity: Talk or presentation types › Lecture and oral contribution
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
MIT Press (Journal)
Johansen, Søren (Review editor)
2013 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Matematisk Statistiske Modeller
Johansen, Søren (Lecturer)
7 Nov 2013Activity: Talk or presentation types › Lecture and oral contribution
Mathematical Problems in Engineering (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Ocean Dynamics (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
On a numerical and graphical technique for evaluating some models involving rational expectations
Johansen, Søren (Lecturer)
20 Sep 2001Activity: Talk or presentation types › Lecture and oral contribution
Optimal hedging and optimal Sharpe ratio in the cointegrated vector autoregressive model
Johansen, Søren (Lecturer)
17 Sep 2015Activity: Talk or presentation types › Lecture and oral contribution
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren (Lecturer)
23 Feb 2015Activity: Talk or presentation types › Lecture and oral contribution
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren (Lecturer)
26 Oct 2015Activity: Talk or presentation types › Lecture and oral contribution
Outlier detection in regression using robust statistics
Johansen, Søren (Lecturer)
16 Mar 2012Activity: Talk or presentation types › Lecture and oral contribution
Oxford Bulletin of Economics and Statistics (Journal)
Johansen, Søren (Peer reviewer)
1 Jan 2008 → 31 Dec 2008Activity: Peer-review and editorial work types › Editor of Research journal › Communication
Oxford Bulletin of Economics and Statistics (Journal)
Johansen, Søren (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Oxford Bulletin of Economics and Statistics (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Scandinavian Journal of Statistics (Journal)
Johansen, Søren (Peer reviewer)
2015 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Sixth Italian congress of econometrics and empirical economics
Johansen, Søren (Speaker)
21 Jan 2015Activity: Participating in an event - types › Participation in workshop, seminar, course
Some Topics in Fractional Cointegration
Johansen, Søren (Lecturer)
9 Mar 2009Activity: Talk or presentation types › Lecture and oral contribution
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren (Lecturer)
3 Nov 2011Activity: Talk or presentation types › Lecture and oral contribution
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren (Lecturer)
12 Jan 2012Activity: Talk or presentation types › Lecture and oral contribution
Some new results on the IIS algorithm
Johansen, Søren (Lecturer)
29 Oct 2011Activity: Talk or presentation types › Lecture and oral contribution
Spurious Regression and Correlation
Johansen, Søren (Lecturer)
6 Aug 2007Activity: Talk or presentation types › Lecture and oral contribution
Statistical Analysis of Fractional Data
Johansen, Søren (Lecturer)
1 Sep 2011Activity: Talk or presentation types › Lecture and oral contribution
Statistical Methods and Applications (Journal)
Johansen, Søren (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Statistical analysis of global surface temperature and sea level using analysis of non stationary time series
Johansen, Søren (Lecturer)
20 Feb 2010Activity: Talk or presentation types › Lecture and oral contribution
Statistical analysis of global surface temperature and sea level using analysis of non stationary time series
Johansen, Søren (Lecturer)
22 Jan 2009Activity: Talk or presentation types › Lecture and oral contribution
Stochastic Environmental Research and Risk (Journal)
Johansen, Søren (Review editor)
2013 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
The Cointegrated Vector Autoregressive Model
Johansen, Søren (Lecturer)
9 Apr 2008Activity: Talk or presentation types › Lecture and oral contribution
The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level
Johansen, Søren (Lecturer)
7 Nov 2011Activity: Talk or presentation types › Lecture and oral contribution
The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level
Johansen, Søren (Lecturer)
6 Jun 2012Activity: Talk or presentation types › Lecture and oral contribution
The econometric Journal (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
The fractionally cointegrated vector autoregressive process
Johansen, Søren (Lecturer)
28 Jun 2011Activity: Talk or presentation types › Lecture and oral contribution
Theoretical developments: an overview of recent results and some future problems Cointegration: Theory and Applications
Johansen, Søren (Lecturer)
27 Nov 2014Activity: Talk or presentation types › Lecture and oral contribution
Three identification problems in cointegration
Johansen, Søren (Lecturer)
3 Jun 2007Activity: Talk or presentation types › Lecture and oral contribution
To condtion or not to condition
Johansen, Søren (Lecturer)
29 Oct 2015Activity: Talk or presentation types › Lecture and oral contribution
Towards a theory of statistical inference for fractionally cointegrated vector autoregressive processes
Johansen, Søren (Lecturer)
27 May 2011Activity: Talk or presentation types › Lecture and oral contribution
Transformation of cointegration and common trends under linear transformations of the data
Johansen, Søren (Lecturer)
15 Sep 2011Activity: Talk or presentation types › Lecture and oral contribution
Universal versus ex post Probability Formulations
Johansen, Søren (Lecturer)
17 Apr 2012Activity: Talk or presentation types › Lecture and oral contribution
e-economics (Journal)
Johansen, Søren (Review editor)
2015 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
journal of econometrics (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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 -
3585
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3320
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published