Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
1 - 10 out of 66Page size: 10
- Published
A Likelihood Analysis of The I(2) Model
Johansen, Søren, 1994, København, p. 26.Research output: Working paper › Research
- Published
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Johansen, Søren & Nielsen, M. Ø., 2010, Department of Economics, University of Copenhagen, 8 p.Research output: Working paper › Research
- Published
A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes
Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-22.Research output: Working paper › Research
- Published
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Frydman, R., Goldberg, M. D., Johansen, Søren & Juselius, Katarina, 2008, Department of Economics, University of Copenhagen, 37 p.Research output: Working paper › Research
- Published
A Small Sample Correction of the Dickey-Fuller Test
Johansen, Søren, 2004, Afdeling for Anvendt Matematek og Statistik / Københavns Universitet, p. 1-18.Research output: Working paper › Research
- Published
A Statistical Analysis of Cointegration for I(2) Variables
Johansen, Søren, 1991, Københavns Universitet, p. 26.Research output: Working paper › Research
- Published
A simulation study of some functionals of random walk
Johansen, Søren, Hansen, Henrik & Fachin, S., 2002, Københavns Universitet.Research output: Working paper › Research
- Published
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Hoover, K. D., Juselius, Katarina & Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 10 p.Research output: Working paper › Research
- Published
An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator
Johansen, Søren & Nielsen, B., 2008, Department of Economics, University of Copenhagen, 35 p.Research output: Working paper › Research
- Published
An Extension of Cointegration to Fractional Autoregressive Processes
Johansen, Søren, 2010, Department of Economics, University of Copenhagen, 15 p.Research output: Working paper › Research
ID: 8722
Most downloads
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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
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