Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
151 - 160 out of 170Page size: 10
- 2017
- Published
Testing the CVAR in the fractional CVAR model
Johansen, Søren & Nielsen, M. Ø., 2017, 13 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-23).Research output: Working paper
- Published
The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment
Frydman, R., Johansen, Søren, Rahbek, Anders & Tabor, M. N., 2017, 38 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-10). (Institute for New Economic Thinking Working Paper Series; No. 59).Research output: Working paper
- Published
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, L. & Johansen, Søren, 2017, 18 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-03).Research output: Working paper
- Published
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles
Franchi, M. & Johansen, Søren, 14 Jun 2017, In: Econometrics. 5, 2, p. 1-20 20 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models
Johansen, Søren & Tabor, M. N., 22 Aug 2017, In: Econometrics. 5, 3, p. 1-15 15 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 2018
- Published
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren & Nielsen, M. Ø., Feb 2018, In: Journal of Econometrics. 202, 2, p. 214-229Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Testing the CVAR in the Fractional CVAR Model
Johansen, Søren & Nielsen, M. Ø., 19 Apr 2018, In: Journal of Time Series Analysis. 39, 6, p. 836–849Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Cointegration and Adjustment in the Infinite Order CVAR Representation of Some Partially Observed CVAR(1) Models
Johansen, Søren, 29 May 2018, 9 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-05).Research output: Working paper
- Published
Nonstationary Cointegration in the Fractionally Cointegrated VAR Model
Johansen, Søren & Nielsen, M. Ø., 29 May 2018, 27 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-04).Research output: Working paper
- 2019
- Published
Boundedness of M-estimators for linear regression in time series
Johansen, Søren & Nielsen, B., 2019, In: Econometric Theory. 35, 3, p. 653-683Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8722
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3642
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper
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3586
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper
Published -
3324
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper
Published