Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236

Publication year:
All
111 - 120 out of 170Page size: 10
  1. 2010
  2. Published

    An Extension of Cointegration to Fractional Autoregressive Processes

    Johansen, Søren, 2010, Department of Economics, University of Copenhagen, 15 p.

    Research output: Working paper

  3. Published

    An Invariance Property of the Common Trends under Linear Transformations of the Data

    Johansen, Søren & Juselius, Katarina, 2010, Department of Economics, University of Copenhagen, 13 p.

    Research output: Working paper

  4. Published

    Discussion of 'The Forward Search: Theory and Data Analysis' by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli

    Johansen, Søren & Nielsen, B., 2010, Department of Economics, University of Copenhagen, 13 p.

    Research output: Working paper

  5. Published

    Discussion: The Forward Search: Theory and Data Analysis

    Johansen, Søren & Nielsen, B., 2010, In: Journal of the Korean Statistical Society. 39, 2, p. 137-145 9 p.

    Research output: Contribution to journal › Comment/debate › Research

  6. Published

    Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Johansen, Søren & Nielsen, M. Ø., 2010, Department of Economics, University of Copenhagen, 41 p.

    Research output: Working paper

  7. Published

    Likelihood inference for a nonstationary fractional autoregressive model

    Johansen, Søren & Ørregård Nielsen, M., 2010, In: Journal of Econometrics. 158, 1, p. 51-66 16 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. Published

    Some Identification Problems in the Cointegrated Vector Autoregressive Model

    Johansen, Søren, 2010, In: Journal of Econometrics. 158, 2, p. 262-273 12 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. Published

    Søren Johansen and Katarina Juselius: Interview

    Johansen, Søren & Juselius, Katarina, 2010, European Economics at a Crossroads. Rosser, Jr., J. B., Holt, R. P. F. & Colander, D. (eds.). Cheltenham, UK: Edward Elgar Publishing, p. 115-131 16 p.

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Communication

  10. Published

    Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate

    Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2010, In: Journal of Econometrics. 158, 1, p. 117-129 13 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  11. Published

    The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level

    Johansen, Søren, 2010, Department of Economics, University of Copenhagen, 26 p.

    Research output: Working paper

Previous 1...8 9 10 11 12 13 14 15 ...17 Next

ID: 8722