Søren Johansen

Søren Johansen

Professor emeritus


  1. 2019
  2. Published

    Corrigendum: Analysis of the forward search using some new results for martingales and empirical processes

    Berenguer-Rico, V., Johansen, Søren & Nielsen, B., Nov 2019, In : Bernoulli. 25, 4A, p. 3201

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Models Where the Least Trimmed Squares and Least Median of Squares Estimators Are Maximum Likelihood

    Berenguer-Rico, V., Johansen, Søren & Nielsen, B., 27 Sep 2019, 39 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 19-11).

    Research output: Working paperResearch

  4. Published

    Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals

    Berenguer-Rico, V., Johansen, Søren & Nielsen, B., 18 Jun 2019, 22 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 19-09).

    Research output: Working paperResearch

  5. Published

    The Analysis of Marked and Weighted Empirical Processes of Estimated Residuals

    Berenguer-Rico, V., Johansen, Søren & Nielsen, B., 28 May 2019, 30 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 19-05).

    Research output: Working paperResearch

  6. Published

    The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth’s Consistency Constraint in Modeling Aggregate Outcomes

    Frydman, R., Johansen, Søren, Rahbek, Anders & Tabor, M. N., 15 Mar 2019, 55 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 19-02).

    Research output: Working paperResearch

  7. 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 journalJournal articleResearchpeer-review

  8. Published

    Boundedness of M-estimators for linear regression in time series

    Johansen, Søren & Nielsen, B., 2019, In : Econometric Theory. 35, 3, p. 653-683

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. 2018
  10. Published

    Nonstationary Cointegration in the Fractionally Cointegrated VAR Model

    Johansen, Søren & Nielsen, M. Ø., 2 Dec 2018, In : Journal of Time Series Analysis. 40, 4, p. 519-543

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. 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 paperResearch

  12. Published

    Nonstationary Cointegration in the Fractionally Cointegrated VAR Model

    Johansen, Søren & Nielsen, M. Ø., 29 May 2018, 27 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-04).

    Research output: Working paperResearch

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