Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- Lecture and oral contribution
Statistical Analysis of Fractional Data
Johansen, Søren (Lecturer)
1 Sep 2011Activity: Talk or presentation types › Lecture and oral contribution
Statistical analysis of global surface temperature and sea level using analysis of non stationary time series
Johansen, Søren (Lecturer)
22 Jan 2009Activity: Talk or presentation types › Lecture and oral contribution
Statistical analysis of global surface temperature and sea level using analysis of non stationary time series
Johansen, Søren (Lecturer)
20 Feb 2010Activity: Talk or presentation types › Lecture and oral contribution
The Cointegrated Vector Autoregressive Model
Johansen, Søren (Lecturer)
9 Apr 2008Activity: Talk or presentation types › Lecture and oral contribution
The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level
Johansen, Søren (Lecturer)
7 Nov 2011Activity: Talk or presentation types › Lecture and oral contribution
The analysis of nonstationary time series using cointegration -- with an application to annual mean temperature and sea level
Johansen, Søren (Lecturer)
6 Jun 2012Activity: Talk or presentation types › Lecture and oral contribution
The fractionally cointegrated vector autoregressive process
Johansen, Søren (Lecturer)
28 Jun 2011Activity: Talk or presentation types › Lecture and oral contribution
Theoretical developments: an overview of recent results and some future problems Cointegration: Theory and Applications
Johansen, Søren (Lecturer)
27 Nov 2014Activity: Talk or presentation types › Lecture and oral contribution
Three identification problems in cointegration
Johansen, Søren (Lecturer)
3 Jun 2007Activity: Talk or presentation types › Lecture and oral contribution
To condtion or not to condition
Johansen, Søren (Lecturer)
29 Oct 2015Activity: Talk or presentation types › Lecture and oral contribution
ID: 8722
Most downloads
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3634
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
Published -
3584
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3320
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published