Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 2008
- 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
Automatic selection of indicators in a fully saturated regression
Hendry, D. F., Johansen, Søren & Santos, C., 2008, In: Computational Statistics. 23, 2, p. 317-335 19 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Correlation, regression, and cointegration of nonstationary economic time series
Johansen, Søren, 2008, Bulletin of the International Statistical Institute vol. LXII: Proceedings of the 56th session of the International Statistical Institute, 22-29 August 2007, Lisboa, Portugal. Gomes, M. I., Martins, J. A. P. & Silva, J. A. (eds.). Instituto Nacional de Estatística, p. 19-26 8 p.Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review
- Published
Exact rational expectations, cointegration, and reduced rank regression
Johansen, Søren & Swensen, A. R., 2008, In: Journal of Statistical Planning and Inference. 138, 9, p. 2738-2748 11 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Reduced Rank Regression
Johansen, Søren, 2008, The New Palgrave Dictionary of Economics. Durlauf, S. N. & Blume, L. E. (eds.). 2 ed. Palgrave Macmillan, 7 p.Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research
- 2009
- Published
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren & Nielsen, B., 2009, The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry. Shepard, N. & Castle, J. (eds.). Oxford: Oxford University Press, p. 1-36 36 p.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Cointegration: Overview and Development
Johansen, Søren, 2009, Handbook of Financial Time Series. Andersen, T. G., Kreiss, J-P., Davis, R. A. & Mikosch, T. (eds.). Springer, p. 671-693 23 p.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 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
- Published
Representation of cointegrated autoregressive processes with application to fractional processes
Johansen, Søren, 2009, In: Econometric Reviews. 28, 1-3, p. 121-145 25 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 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
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 -
3584
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3320
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published