Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236
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  1. 2015

  2. To condtion or not to condition

    Johansen, Søren (Lecturer)

    29 Oct 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  3. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    26 Oct 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  4. 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

  5. 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

  6. Cointegration in times series

    Johansen, Søren (Lecturer)

    23 Aug 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  7. 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

  8. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    23 Feb 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  9. Sixth Italian congress of econometrics and empirical economics

    Johansen, Søren (Speaker)

    21 Jan 2015

    Activity: Participating in an event - types › Participation in workshop, seminar, course

  10. Communications in Statistics (Journal)

    Johansen, Søren (Review editor)

    2015 → …

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

  11. Econometrics (Journal)

    Johansen, Søren (Review editor)

    2015 → …

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

  12. Scandinavian Journal of Statistics (Journal)

    Johansen, Søren (Peer reviewer)

    2015 → …

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

  13. e-economics (Journal)

    Johansen, Søren (Review editor)

    2015 → …

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

  14. 2014

  15. 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

  16. Asymptotic analysis of the Forward Search

    Johansen, Søren (Lecturer)

    20 Mar 2014

    Activity: Talk or presentation types › Lecture and oral contribution

  17. Cointegration in the vector autoregressive model

    Johansen, Søren (Lecturer)

    9 Jan 2014

    Activity: Talk or presentation types › Lecture and oral contribution

  18. Journal of Common Market Studies (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

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

  19. Journal of International Trade and Economic Development (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

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

  20. Journal of Statistical Planning and Inference (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

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

  21. Mathematical Problems in Engineering (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

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

  22. Ocean Dynamics (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

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

  23. The econometric Journal (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

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

  24. journal of econometrics (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

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

  25. 2013

  26. 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

  27. Matematisk Statistiske Modeller

    Johansen, Søren (Lecturer)

    7 Nov 2013

    Activity: Talk or presentation types › Lecture and oral contribution

  28. 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

  29. 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

  30. 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

  31. Asymptotic analysis of the Forward Search

    Johansen, Søren (Lecturer)

    25 May 2013

    Activity: Talk or presentation types › Lecture and oral contribution

  32. Central European Journal of Operations Research (Journal)

    Johansen, Søren (Review editor)

    2013 → …

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

  33. MIT Press (Journal)

    Johansen, Søren (Review editor)

    2013 → …

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

  34. Stochastic Environmental Research and Risk (Journal)

    Johansen, Søren (Review editor)

    2013 → …

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

  35. 2012

  36. 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

  37. 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

  38. 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

  39. 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

  40. 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

  41. Universal versus ex post Probability Formulations

    Johansen, Søren (Lecturer)

    17 Apr 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  42. Outlier detection in regression using robust statistics

    Johansen, Søren (Lecturer)

    16 Mar 2012

    Activity: Talk or presentation types › Lecture and oral contribution

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

    Johansen, Søren (Lecturer)

    12 Jan 2012

    Activity: Talk or presentation types › Lecture and oral contribution

  44. African Journal of Business Management (Journal)

    Johansen, Søren (Review editor)

    2012 → …

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

  45. Econometric Theory (Journal)

    Johansen, Søren (Review editor)

    2012 → …

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

  46. Economic Modelling (Journal)

    Johansen, Søren (Review editor)

    2012 → …

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

  47. Hacettepe Journal of Mathematics and Statistics. (Journal)

    Johansen, Søren (Review editor)

    2012 → …

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

  48. Journal of Iranian Statistical Society (Journal)

    Johansen, Søren (Review editor)

    2012 → …

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

  49. Oxford Bulletin of Economics and Statistics (Journal)

    Johansen, Søren (Review editor)

    2012 → …

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

  50. Statistical Methods and Applications (Journal)

    Johansen, Søren (Review editor)

    2012 → …

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

  51. 2011

  52. 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

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

    Johansen, Søren (Lecturer)

    3 Nov 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  54. 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

  55. Some new results on the IIS algorithm

    Johansen, Søren (Lecturer)

    29 Oct 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  56. 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

  57. Statistical Analysis of Fractional Data

    Johansen, Søren (Lecturer)

    1 Sep 2011

    Activity: Talk or presentation types › Lecture and oral contribution

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

    Johansen, Søren (Lecturer)

    1 Jul 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  59. The fractionally cointegrated vector autoregressive process

    Johansen, Søren (Lecturer)

    28 Jun 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  60. 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

  61. Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    17 Mar 2011

    Activity: Talk or presentation types › Lecture and oral contribution

  62. Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    11 Mar 2011

    Activity: Talk or presentation types › Lecture and oral contribution

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

    Johansen, Søren (Review editor)

    2011 → …

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

  64. Journal of Applied Econometrics (Journal)

    Johansen, Søren (Review editor)

    2011 → …

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

  65. Journal of Applied Econometrics. (Journal)

    Johansen, Søren (Review editor)

    2011 → …

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

  66. Journal of Econometrics (Journal)

    Johansen, Søren (Review editor)

    2011 → …

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

  67. 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

  68. Oxford Bulletin of Economics and Statistics (Journal)

    Johansen, Søren (Review editor)

    2011 → …

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

  69. 2010

  70. 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

  71. Advances in Data Analysis and Classification (Journal)

    Johansen, Søren (Review editor)

    2010 → …

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

  72. CHAOS (Journal)

    Johansen, Søren (Review editor)

    2010 → …

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

  73. Computational Statistics and Data Analysis (Journal)

    Johansen, Søren (Review editor)

    2010 → …

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

  74. Econometric Theory (Journal)

    Johansen, Søren (Review editor)

    2010 → …

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

  75. Economic Letters (Journal)

    Johansen, Søren (Review editor)

    2010 → …

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

  76. Journal of Applied Econometrics (Journal)

    Johansen, Søren (Review editor)

    2010 → …

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

  77. Journal of Econometrics (Journal)

    Johansen, Søren (Review editor)

    2010 → …

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

  78. Journal of Theoretical Probability (Journal)

    Johansen, Søren (Review editor)

    2010 → …

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

  79. Journal of the American Statistical Association (Journal)

    Johansen, Søren (Review editor)

    2010 → …

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

  80. 2009

  81. Confronting the model with the data.

    Johansen, Søren (Lecturer)

    18 Dec 2009

    Activity: Talk or presentation types › Lecture and oral contribution

  82. 25 year with cointegration

    Johansen, Søren (Lecturer)

    10 Dec 2009

    Activity: Talk or presentation types › Lecture and oral contribution

  83. 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

  84. 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

  85. 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

  86. Some Topics in Fractional Cointegration

    Johansen, Søren (Lecturer)

    9 Mar 2009

    Activity: Talk or presentation types › Lecture and oral contribution

  87. 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

  88. 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

  89. Journal of Econometrics (Journal)

    Johansen, Søren (Peer reviewer)

    1 Jan 2009

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

  90. 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

  91. 2008

  92. 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

  93. The Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    9 Apr 2008

    Activity: Talk or presentation types › Lecture and oral contribution

  94. Indicator Saturation

    Johansen, Søren (Lecturer)

    8 Feb 2008

    Activity: Talk or presentation types › Lecture and oral contribution

  95. 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

  96. Economics (Journal)

    Johansen, Søren (Peer reviewer)

    1 Jan 2008 → 31 Dec 2008

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

  97. 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

  98. 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

  99. 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

  100. 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

  101. 2007

  102. Discussion of Presentation by Andrew Harvey

    Johansen, Søren (Lecturer)

    6 Dec 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  103. Indicator Saturation

    Johansen, Søren (Lecturer)

    8 Aug 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  104. Spurious Regression and Correlation

    Johansen, Søren (Lecturer)

    6 Aug 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  105. Three identification problems in cointegration

    Johansen, Søren (Lecturer)

    3 Jun 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  106. Confronting the economic model with the data

    Johansen, Søren (Lecturer)

    8 Apr 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  107. Fractional Cointegration

    Johansen, Søren (Lecturer)

    20 Mar 2007

    Activity: Talk or presentation types › Lecture and oral contribution

  108. 2001

  109. 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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