Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236
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  1. 2015

  2. To condtion or not to condition

    Johansen, Søren (Lecturer)

    29 Oct 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  3. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    26 Oct 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  4. Likelihood inference for a vector autoregressive model for fractional and cofractional processes

    Johansen, Søren (Lecturer)

    20 Oct 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  5. Optimal hedging and optimal Sharpe ratio in the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    17 Sep 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  6. Cointegration in times series

    Johansen, Søren (Lecturer)

    23 Aug 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  7. A stochastic expansion of the Huber-skip estimator for multiple regression Huber-skip estimator

    Johansen, Søren (Lecturer)

    15 Jun 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  8. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    23 Feb 2015

    Activity: Talk or presentation types › Lecture and oral contribution

  9. Sixth Italian congress of econometrics and empirical economics

    Johansen, Søren (Speaker)

    21 Jan 2015

    Activity: Participating in an event - types › Participation in workshop, seminar, course

  10. Communications in Statistics (Journal)

    Johansen, Søren (Review editor)

    2015 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  11. Econometrics (Journal)

    Johansen, Søren (Review editor)

    2015 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  12. Scandinavian Journal of Statistics (Journal)

    Johansen, Søren (Peer reviewer)

    2015 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  13. e-economics (Journal)

    Johansen, Søren (Review editor)

    2015 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  14. 2014

  15. Theoretical developments: an overview of recent results and some future problems Cointegration: Theory and Applications

    Johansen, Søren (Lecturer)

    27 Nov 2014

    Activity: Talk or presentation types › Lecture and oral contribution

  16. Asymptotic analysis of the Forward Search

    Johansen, Søren (Lecturer)

    20 Mar 2014

    Activity: Talk or presentation types › Lecture and oral contribution

  17. Cointegration in the vector autoregressive model

    Johansen, Søren (Lecturer)

    9 Jan 2014

    Activity: Talk or presentation types › Lecture and oral contribution

  18. Journal of Common Market Studies (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  19. Journal of International Trade and Economic Development (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  20. Journal of Statistical Planning and Inference (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  21. Mathematical Problems in Engineering (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  22. Ocean Dynamics (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  23. The econometric Journal (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  24. journal of econometrics (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work types › Peer review of manuscripts › Research

  25. 2013

  26. Asymptotic theory of M-estimators for multiple regression Huber-skip estimator

    Johansen, Søren (Lecturer)

    12 Dec 2013

    Activity: Talk or presentation types › Lecture and oral contribution

  27. Matematisk Statistiske Modeller

    Johansen, Søren (Lecturer)

    7 Nov 2013

    Activity: Talk or presentation types › Lecture and oral contribution

  28. An asymptotic invariance property of the common trends under linear transformations of the data

    Johansen, Søren (Lecturer)

    22 Oct 2013

    Activity: Talk or presentation types › Lecture and oral contribution

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