Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
Sixth Italian congress of econometrics and empirical economics
Johansen, Søren (Speaker)
21 Jan 2015Activity: Participating in an event - types › Participation in workshop, seminar, course
Some Topics in Fractional Cointegration
Johansen, Søren (Lecturer)
9 Mar 2009Activity: Talk or presentation types › Lecture and oral contribution
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren (Lecturer)
3 Nov 2011Activity: Talk or presentation types › Lecture and oral contribution
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren (Lecturer)
12 Jan 2012Activity: Talk or presentation types › Lecture and oral contribution
Some new results on the IIS algorithm
Johansen, Søren (Lecturer)
29 Oct 2011Activity: Talk or presentation types › Lecture and oral contribution
Spurious Regression and Correlation
Johansen, Søren (Lecturer)
6 Aug 2007Activity: Talk or presentation types › Lecture and oral contribution
Statistical Analysis of Fractional Data
Johansen, Søren (Lecturer)
1 Sep 2011Activity: Talk or presentation types › Lecture and oral contribution
Statistical Methods and Applications (Journal)
Johansen, Søren (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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
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
Stochastic Environmental Research and Risk (Journal)
Johansen, Søren (Review editor)
2013 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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 econometric Journal (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
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
Towards a theory of statistical inference for fractionally cointegrated vector autoregressive processes
Johansen, Søren (Lecturer)
27 May 2011Activity: Talk or presentation types › Lecture and oral contribution
Transformation of cointegration and common trends under linear transformations of the data
Johansen, Søren (Lecturer)
15 Sep 2011Activity: Talk or presentation types › Lecture and oral contribution
Universal versus ex post Probability Formulations
Johansen, Søren (Lecturer)
17 Apr 2012Activity: Talk or presentation types › Lecture and oral contribution
e-economics (Journal)
Johansen, Søren (Review editor)
2015 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
journal of econometrics (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
ID: 8722
Most downloads
-
3637
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
Published -
3585
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