Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
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Model Discovery and Trygve Haavelmo's Legacy
Hendry, D. & Johansen, Søren, 2015, In: Econometric Theory. 31, 1, p. 93-114 22 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Maximum Likelihood Estimation and Inference on Cointegration — with Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics 52, 169–210 (1990). (With K. Juselius)
Johansen, Søren & Juselius, Katarina, 1990, In: Oxford Bulletin of Economics and Statistics. 52, p. 169-210 42 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money
Johansen, Søren & Juselius, Katarina, 2005, General-to-SpecificModelling, Vol I. Campos, J., Ericsson, N. & Hendry, D. (eds.). Edward Elgar Publishing, p. 512-553Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
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Likelihood-based inference in cointegrated vector auto-regressive models
Johansen, Søren, 1995, Great Britain: Oxford University Press. 267 p.Research output: Book/Report › Book › Research › peer-review
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Likelihood inference for a nonstationary fractional autoregressive model
Johansen, Søren & Ørregård Nielsen, M., 2010, In: Journal of Econometrics. 158, 1, p. 51-66 16 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren & Ørregård Nielsen, M., Nov 2012, In: Econometrica. 80, 6, p. 2667-2732 66 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Likelihood based inference for cointegration of non stationary time series
Johansen, Søren, 1993, København, p. 30.Research output: Working paper › Research
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Likelihood analysis of the I(2) model
Johansen, Søren, 1997, In: Scandinavian Journal of Statistics. 24, 4, p. 433-462 30 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Likelihood analysis of the I(2) model
Johansen, Søren, 2003, Recent Developments in Time Series, Vol I. Newbold, P. & Leyborne, S. (eds.). Edward Elgar Publishing, p. 243-272Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
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Likelihood Inference for a Nonstationary Fractional Autoregressive Model
Johansen, Søren & Nielsen, M. Ø., 2007, Department of Economics, University of Copenhagen, 45 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