Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-9285-8236
21 - 30 out of 66Page size: 10
- 2011
- Published
Some Econometric Results for the Blanchard-Watson Bubble Model
Johansen, Søren & Lange, Theis, 2011, Department of Economics, University of Copenhagen, 9 p.Research output: Working paper › Research
- Published
Statistical analysis of global surface air temperature and sea level using cointegration methods
Schmith, T., Johansen, Søren & Thejll , P., 2011, Department of Economics, University of Copenhagen, 29 p.Research output: Working paper › Research
- Published
The Properties of Model Selection when Retaining Theory Variables
Hendry, D. F. & Johansen, Søren, 2011, Department of Economics, University of Copenhagen, 4 p.Research output: Working paper › Research
- 2010
- 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
An Extension of Cointegration to Fractional Autoregressive Processes
Johansen, Søren, 2010, Department of Economics, University of Copenhagen, 15 p.Research output: Working paper › Research
- Published
An Invariance Property of the Common Trends under Linear Transformations of the Data
Johansen, Søren & Juselius, Katarina, 2010, Department of Economics, University of Copenhagen, 13 p.Research output: Working paper › Research
- Published
Discussion of 'The Forward Search: Theory and Data Analysis' by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Johansen, Søren & Nielsen, B., 2010, Department of Economics, University of Copenhagen, 13 p.Research output: Working paper › Research
- Published
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Johansen, Søren & Nielsen, M. Ø., 2010, Department of Economics, University of Copenhagen, 41 p.Research output: Working paper › Research
- Published
The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level
Johansen, Søren, 2010, Department of Economics, University of Copenhagen, 26 p.Research output: Working paper › Research
- 2009
- Published
On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations
Johansen, Søren & Swensen, A. R., 2009, Department of Economics, University of Copenhagen, 30 p.Research output: Working paper › Research
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
Published