Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- Published
'The variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren, 2003, In: Journal of Time Series Analysis. 24, 6, p. 663-678Research output: Contribution to journal › Journal article › Research › peer-review
- Published
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren, 2000, In: Econometric Theory. 16, 5, p. 740-778 39 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 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 Central Limit Theorem
Johansen, Søren & Nielsen, M., 2012, In: Econometric Theory. 28, p. 671-679 9 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 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 Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables
Johansen, Søren & Lütkepohl, H., 2005, In: Econometric Theory. 21, p. 653-658Research output: Contribution to journal › Journal article › Research › peer-review
- 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 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
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 for Tests of Hypotheses on the Cointegrating Vectors
Johansen, Søren, 2002, In: Journal of Econometrics. 111, 2, p. 195-221Research 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
Published -
3584
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3319
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published