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
ID: 8722
Most downloads
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3632
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
Published -
3583
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3318
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published