Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 1992
- Published
A Representation of Vector Autoregressive Processes Integrated of Order 2.
Johansen, Søren, 1992, In: Econometric Theory. 8, p. 188-202Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Cointegration in partial systems and the efficiency of single-equation analysis
Johansen, Søren, 1992, In: Journal of Econometrics. 52, p. 389-402Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Determination of Cointegration Rank in the Presense of a Linear Trend
Johansen, Søren, 1992, In: Oxford Bulletin of Economics and Statistics. 54, 3, p. 384-97Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK
Johansen, Søren & Juselius, Katarina, 1992, In: Journal of Econometrics. 53, 1-3, p. 211-244Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data
Johansen, Søren, 1992, In: Journal of Policy Modeling. 14, 3, p. 313-334Research output: Contribution to journal › Journal article › Research › peer-review
- 1991
- Published
Comments on E.E. Leamer: A Baysian perspective in inference from macroeconomic data
Johansen, Søren, 1991, In: Scandinavian Journal of Economics. 93, p. 249-51Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Johansen, Søren, 1991, In: Econometrica. 59, 6, p. 1551-80Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Globally Convergent Algorithms for Maximizing Likelihood Function
Jensen, S. T., Johansen, Søren & Lauritzen, Steffen, 1991, In: Biometrika. 78, 4, p. 867-877 11 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Globally convergent algorithms for maximizing a likelihood function
Jensen, S. T., Johansen, Søren & Lauritzen, S. L., 1991, In: Biometrika. 78, 4, p. 867-77Research output: Contribution to journal › Journal article › Research › peer-review
- 1990
- Published
A Survey of Product-Integration with a View Towards Applications in Survival Analysis.
Johansen, Søren & Gill, R. D., 1990, In: Annals of Statistics. 18, p. 1501-1555 55 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8722
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3634
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
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3585
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
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3320
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
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