Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 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
Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models
Johansen, Søren, 10 Jan 2019, In: Econometrics. 7, 1, 10 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Cointegration analysis in the presence of structural breaks in the deterministic trend
Johansen, Søren, Nielsen, B. & Mosconi, R., 2000, In: Econometrics Journal. 3, 2, p. 216-249 34 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Cointegration: Overview and Development
Johansen, Søren, 2009, Handbook of Financial Time Series. Andersen, T. G., Kreiss, J-P., Davis, R. A. & Mikosch, T. (eds.). Springer, p. 671-693 23 p.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 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
- Published
Automatic selection of indicators in a fully saturated regression
Hendry, D. F., Johansen, Søren & Santos, C., 2008, In: Computational Statistics. 23, 2, p. 317-335 19 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Asymptotic inference on cointegrating rank in partial systems
Harbo, I. S., Johansen, Søren, Nielsen, B. & Rahbek, Anders, 1998, In: Journal of Business and Economic Statistics. 16, p. 388-399Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Asymptotic analysis of the Forward Search
Johansen, Søren & Nielsen, B., 2013, Kbh.: Økonomisk institut, Københavns Universitet, 39 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 1, Vol. 13).Research output: Working paper
- Published
Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models
Johansen, Søren & Nielsen, B., Jun 2016, In: Scandinavian Journal of Statistics. 43, 2, p. 321-348 28 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Asymptotic Theory for Iterated One-Step Huber-Skip Estimators
Johansen, Søren & Nielsen, B., 2011, Kbh.: Department of Economics, University of Copenhagen, 17 p.Research output: Working paper
ID: 8722
Most downloads
-
3642
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper
Published -
3586
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper
Published -
3324
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper
Published